+53.1%
MMM vs KNX
+166.7%
-113.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -2.1% | -5.6% | +3.5% | -0.5% |
| 30D | -9.8% | -4.4% | -5.4% | -8.8% |
| 3M | +4.9% | -17.3% | +22.3% | +10.3% |
| 6M | +7.3% | +22.6% | -15.3% | -0.2% |
| YTD | +4.5% | +31.1% | -26.7% | -5.0% |
| 1Y | +5.4% | +60.2% | -54.8% | -10.5% |
| 3Y | +98.6% | +35.8% | +62.8% | +73.6% |
| 5Y | +27.4% | +38.9% | -11.5% | +9.2% |
| All | +53.1% | +166.7% | -113.6% | +12.4% |
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