+3,768.8%
MCD vs KNX
+4,671.9%
-903.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.0% |
| 7D | -1.6% | +9.2% | -10.9% | -2.8% |
| 30D | +14.1% | +0.9% | +13.2% | +13.9% |
| 3M | +0.6% | -12.7% | +13.3% | +2.2% |
| 6M | 0.0% | +7.3% | -7.3% | -1.5% |
| YTD | -9.3% | +23.1% | -32.4% | -12.5% |
| 1Y | -9.3% | +47.1% | -56.4% | -14.6% |
| 3Y | +8.6% | +33.3% | -24.6% | +2.0% |
| 5Y | +21.9% | +12.1% | +9.8% | +15.8% |
| 10Y | +202.8% | +106.9% | +95.9% | +156.9% |
| All | +3,768.8% | +4,671.9% | -903.1% | +2,299.7% |
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