+427.0%
MCK vs KNX
+166.7%
+260.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -2.9% | -5.6% | +2.7% | -2.0% |
| 30D | +0.4% | -4.4% | +4.8% | +1.0% |
| 3M | +12.1% | -17.3% | +29.4% | +15.2% |
| 6M | -5.4% | +22.6% | -28.1% | -9.5% |
| YTD | +7.8% | +31.1% | -23.4% | +1.6% |
| 1Y | +22.9% | +60.2% | -37.3% | +11.1% |
| 3Y | +110.7% | +35.8% | +75.0% | +91.8% |
| 5Y | +346.2% | +38.9% | +307.3% | +292.5% |
| All | +427.0% | +166.7% | +260.3% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling