+1,699.5%
MMM vs KNX
+5,045.1%
-3,345.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.3% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -9.3% | +0.5% | -9.8% | -9.5% |
| 3M | +5.6% | -14.1% | +19.7% | +8.4% |
| 6M | +9.5% | +19.8% | -10.3% | +4.9% |
| YTD | +4.1% | +32.7% | -28.6% | -2.4% |
| 1Y | +9.4% | +62.3% | -52.9% | -1.9% |
| 3Y | +101.0% | +36.8% | +64.1% | +84.4% |
| 5Y | +26.1% | +41.8% | -15.7% | +14.1% |
| 10Y | +54.7% | +169.7% | -114.9% | +21.3% |
| All | +1,699.5% | +5,045.1% | -3,345.6% | +989.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling