+514.9%
MKSI vs KNX
+166.7%
+348.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.9% |
| 7D | +2.7% | -5.6% | +8.3% | +5.8% |
| 30D | -12.8% | -4.4% | -8.4% | -10.7% |
| 3M | -22.5% | -17.3% | -5.2% | -14.4% |
| 6M | +19.4% | +22.6% | -3.2% | +5.5% |
| YTD | +67.7% | +31.1% | +36.6% | +41.8% |
| 1Y | +131.4% | +60.2% | +71.2% | +72.9% |
| 3Y | +197.3% | +35.8% | +161.6% | +140.7% |
| 5Y | +87.0% | +38.9% | +48.1% | +49.6% |
| All | +514.9% | +166.7% | +348.2% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling