+4,653.7%
KNX vs MTCH
+6,134.4%
-1,480.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -17.3% | +23.3% | -40.6% | -20.4% |
| 6M | +22.6% | +40.1% | -17.5% | +15.4% |
| YTD | +31.1% | +33.6% | -2.4% | +24.2% |
| 1Y | +60.2% | +14.1% | +46.1% | +55.7% |
| 3Y | +35.8% | +1.4% | +34.3% | +32.1% |
| 5Y | +38.9% | -73.1% | +112.1% | +61.2% |
| 10Y | +166.5% | +204.8% | -38.3% | +92.4% |
| All | +4,653.7% | +6,134.4% | -1,480.8% | +2,512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling