+2,224.1%
MDT vs KNX
+4,983.8%
-2,759.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -3.4% | -5.6% | +2.2% | -2.6% |
| 30D | +0.2% | -4.4% | +4.6% | +0.8% |
| 3M | +14.3% | -17.3% | +31.6% | +17.1% |
| 6M | +4.0% | +22.6% | -18.6% | +0.4% |
| YTD | -3.7% | +31.1% | -34.8% | -8.1% |
| 1Y | -0.4% | +60.2% | -60.6% | -7.9% |
| 3Y | +23.3% | +35.8% | -12.4% | +15.3% |
| 5Y | -18.9% | +38.9% | -57.8% | -25.1% |
| 10Y | +39.2% | +166.5% | -127.3% | +14.4% |
| All | +2,224.1% | +4,983.8% | -2,759.7% | +1,298.5% |
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