+67.6%
MA vs KNX
+41.5%
+26.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +0.7% | +1.0% | -0.3% | +0.3% |
| 3M | +15.8% | -12.6% | +28.4% | +18.8% |
| 6M | +10.2% | +21.1% | -10.9% | +3.7% |
| YTD | -0.5% | +33.2% | -33.7% | -9.0% |
| 1Y | -1.8% | +67.8% | -69.6% | -16.1% |
| 3Y | +38.7% | +37.3% | +1.4% | +21.8% |
| 5Y | +67.6% | +41.1% | +26.6% | +42.4% |
| All | +67.6% | +41.5% | +26.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling