+251.2%
MNST vs KNX
+166.7%
+84.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -1.0% | -5.6% | +4.6% | +0.2% |
| 30D | -5.6% | -4.4% | -1.2% | -4.9% |
| 3M | -5.7% | -17.3% | +11.6% | -2.4% |
| 6M | +12.0% | +22.6% | -10.7% | +6.7% |
| YTD | +13.2% | +31.1% | -17.9% | +6.0% |
| 1Y | +36.1% | +60.2% | -24.2% | +21.6% |
| 3Y | +52.9% | +35.8% | +17.1% | +38.4% |
| 5Y | +81.0% | +38.9% | +42.1% | +60.5% |
| All | +251.2% | +166.7% | +84.4% | +177.3% |
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