+26.9%
MKSI vs KNX
+34.4%
-7.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -7.2% |
| 7D | -18.2% | -2.7% | -15.5% | -17.0% |
| 30D | -37.2% | -8.0% | -29.2% | -34.9% |
| 3M | -43.5% | -15.8% | -27.7% | -39.2% |
| 6M | -38.4% | -3.0% | -35.5% | -36.9% |
| YTD | +10.9% | +14.7% | -3.8% | +6.4% |
| 1Y | +26.9% | +35.0% | -8.1% | +14.1% |
| All | +26.9% | +34.4% | -7.5% | +14.1% |
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