+3.0%
MCHP vs KNX
+37.6%
-34.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.5% |
| 7D | 0.0% | -5.6% | +5.6% | +3.3% |
| 30D | -6.0% | -4.4% | -1.6% | -3.8% |
| 3M | -19.7% | -17.3% | -2.4% | -11.0% |
| 6M | +14.0% | +22.6% | -8.6% | -0.5% |
| YTD | +18.4% | +31.1% | -12.7% | -1.5% |
| 1Y | +17.1% | +60.2% | -43.1% | -14.7% |
| 3Y | +0.7% | +35.8% | -35.0% | -21.3% |
| All | +3.0% | +37.6% | -34.6% | -21.8% |
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