+160.2%
KNX vs MTCH
+208.0%
-47.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.6% | +1.3% | -6.9% | -5.8% |
| 30D | -4.4% | +15.9% | -20.3% | -7.0% |
| 3M | -17.3% | +23.3% | -40.6% | -20.6% |
| 6M | +22.6% | +40.1% | -17.5% | +15.0% |
| YTD | +31.1% | +33.6% | -2.4% | +23.9% |
| 1Y | +60.2% | +14.1% | +46.1% | +55.4% |
| 3Y | +35.8% | +1.4% | +34.3% | +31.6% |
| 5Y | +38.9% | -73.1% | +112.1% | +56.2% |
| All | +160.2% | +208.0% | -47.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling