-18.2%
MDT vs KNX
+37.6%
-55.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -3.4% | -5.6% | +2.2% | -2.4% |
| 30D | +0.2% | -4.4% | +4.6% | +0.9% |
| 3M | +14.3% | -17.3% | +31.6% | +17.9% |
| 6M | +4.0% | +22.6% | -18.6% | -0.7% |
| YTD | -3.7% | +31.1% | -34.8% | -9.6% |
| 1Y | -0.4% | +60.2% | -60.6% | -10.6% |
| 3Y | +23.3% | +35.8% | -12.4% | +12.2% |
| All | -18.2% | +37.6% | -55.8% | -26.7% |
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 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