+2,484.9%
MAR vs KNX
+2,246.4%
+238.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -0.5% | -5.6% | +5.0% | +1.2% |
| 30D | -5.4% | -4.4% | -1.0% | -4.3% |
| 3M | -15.5% | -17.3% | +1.8% | -11.0% |
| 6M | +3.0% | +22.6% | -19.7% | -4.4% |
| YTD | +8.5% | +31.1% | -22.6% | -1.6% |
| 1Y | +26.0% | +60.2% | -34.3% | +6.7% |
| 3Y | +68.6% | +35.8% | +32.9% | +47.6% |
| 5Y | +157.4% | +38.9% | +118.5% | +120.9% |
| 10Y | +447.0% | +166.5% | +280.6% | +264.5% |
| All | +2,484.9% | +2,246.4% | +238.5% | +986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling