+19.1%
MCD vs KNX
+41.0%
-21.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -2.9% | +2.3% | -5.2% | -3.1% |
| 30D | -6.7% | +0.5% | -7.2% | -6.8% |
| 3M | -9.6% | -14.1% | +4.6% | -8.5% |
| 6M | -22.3% | +19.8% | -42.1% | -24.0% |
| YTD | -15.4% | +32.7% | -48.2% | -18.2% |
| 1Y | -16.8% | +62.3% | -79.1% | -21.4% |
| 3Y | -2.4% | +36.8% | -39.2% | -7.0% |
| All | +19.1% | +41.0% | -21.9% | +14.0% |
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