+25.2%
KNX vs MULL
+2,620.5%
-2,595.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -3.2% |
| 7D | +2.3% | +14.8% | -12.5% | +1.4% |
| 30D | +0.5% | +36.6% | -36.1% | -1.7% |
| 3M | -14.1% | -8.9% | -5.3% | -15.9% |
| 6M | +19.8% | +311.9% | -292.2% | +1.1% |
| YTD | +32.7% | +579.8% | -547.1% | +5.5% |
| 1Y | +62.3% | +2,421.5% | -2,359.2% | +9.5% |
| All | +25.2% | +2,620.5% | -2,595.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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