+25.7%
MMM vs KNX
+41.5%
-15.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -10.7% | +1.0% | -11.7% | -11.1% |
| 3M | +4.3% | -12.6% | +16.9% | +8.1% |
| 6M | +5.9% | +21.1% | -15.2% | -1.8% |
| YTD | +3.2% | +33.2% | -30.0% | -7.6% |
| 1Y | +8.0% | +67.8% | -59.8% | -11.4% |
| 3Y | +99.1% | +37.3% | +61.8% | +70.4% |
| 5Y | +25.7% | +41.1% | -15.3% | +6.1% |
| All | +25.7% | +41.5% | -15.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling