+503.0%
MA vs KNX
+166.7%
+336.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -1.7% | -5.6% | +3.9% | -0.2% |
| 30D | +1.7% | -4.4% | +6.1% | +2.7% |
| 3M | +17.2% | -17.3% | +34.5% | +22.6% |
| 6M | +13.3% | +22.6% | -9.3% | +5.3% |
| YTD | +0.2% | +31.1% | -31.0% | -9.0% |
| 1Y | -2.7% | +60.2% | -62.9% | -17.2% |
| 3Y | +39.1% | +35.8% | +3.3% | +20.6% |
| 5Y | +68.8% | +38.9% | +29.9% | +42.5% |
| All | +503.0% | +166.7% | +336.3% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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