+14.5%
MDB vs KNX
+67.7%
-53.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -4.7% |
| 7D | -17.4% | +7.1% | -24.5% | -18.5% |
| 30D | -2.0% | +1.7% | -3.7% | -2.3% |
| 3M | -3.0% | -8.1% | +5.1% | -1.7% |
| 6M | +48.7% | +14.0% | +34.6% | +45.3% |
| YTD | -12.1% | +38.5% | -50.6% | -17.9% |
| 1Y | +14.5% | +65.4% | -50.9% | +4.3% |
| All | +14.5% | +67.7% | -53.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling