+34.6%
KNX vs MSTZ
-99.1%
+133.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.2% | +0.6% |
| 7D | -0.5% | +24.8% | -25.3% | +0.5% |
| 30D | +1.0% | -59.2% | +60.2% | -1.8% |
| 3M | -12.6% | -56.9% | +44.2% | -14.0% |
| 6M | +21.1% | -57.6% | +78.7% | +20.5% |
| YTD | +33.2% | -73.6% | +106.8% | +32.6% |
| 1Y | +67.8% | -15.6% | +83.3% | +79.3% |
| All | +34.6% | -99.1% | +133.7% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling