+35.8%
KNX vs MTCH
-0.9%
+36.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -5.6% | +1.3% | -6.9% | -5.9% |
| 30D | -4.4% | +15.9% | -20.3% | -8.0% |
| 3M | -17.3% | +23.3% | -40.6% | -21.9% |
| 6M | +22.6% | +40.1% | -17.5% | +11.7% |
| YTD | +31.1% | +33.6% | -2.4% | +20.7% |
| 1Y | +60.2% | +14.1% | +46.1% | +53.2% |
| 3Y | +35.8% | +1.4% | +34.3% | +26.9% |
| All | +35.8% | -0.9% | +36.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling