+9.4%
MMM vs KNX
-9.5%
+18.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.4% |
| 7D | -1.6% | +6.4% | -8.0% | -2.3% |
| 30D | -8.0% | +1.4% | -9.4% | -8.2% |
| 3M | +9.4% | -12.0% | +21.4% | +11.5% |
| All | +9.4% | -9.5% | +18.9% | +11.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling