+4,727.8%
KNX vs MTB
+3,288.8%
+1,439.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +1.0% | -4.6% | +5.6% | +3.0% |
| 3M | -12.6% | +7.4% | -20.1% | -15.2% |
| 6M | +21.1% | +18.7% | +2.4% | +12.8% |
| YTD | +33.2% | +21.1% | +12.1% | +23.1% |
| 1Y | +67.8% | +24.1% | +43.7% | +53.3% |
| 3Y | +37.3% | +115.3% | -78.0% | -0.6% |
| 5Y | +41.1% | +106.0% | -64.9% | +0.7% |
| 10Y | +170.6% | +171.6% | -1.0% | +59.4% |
| All | +4,727.8% | +3,288.8% | +1,439.0% | +1,869.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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