+32.5%
KNX vs MSTZ
-99.1%
+131.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.2% | -1.7% |
| 7D | -5.6% | +17.0% | -22.6% | -4.9% |
| 30D | -4.4% | -61.8% | +57.4% | -7.3% |
| 3M | -17.3% | -54.6% | +37.3% | -18.5% |
| 6M | +22.6% | -59.3% | +81.9% | +21.8% |
| YTD | +31.1% | -74.6% | +105.7% | +30.3% |
| 1Y | +60.2% | -18.8% | +79.0% | +70.9% |
| All | +32.5% | -99.1% | +131.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling