+157.0%
MKSI vs KNX
+68.2%
+88.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +2.7% |
| 7D | +1.8% | +7.4% | -5.6% | -1.1% |
| 30D | -16.8% | +2.0% | -18.7% | -17.3% |
| 3M | -21.1% | -7.9% | -13.2% | -18.8% |
| 6M | +10.8% | +14.4% | -3.5% | +4.9% |
| YTD | +63.3% | +38.9% | +24.4% | +46.5% |
| 1Y | +157.0% | +65.9% | +91.1% | +118.1% |
| All | +157.0% | +68.2% | +88.8% | +118.1% |
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