+8,504.4%
MO vs KNX
+4,983.8%
+3,520.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +0.1% | -5.6% | +5.7% | +0.7% |
| 30D | +7.1% | -4.4% | +11.6% | +7.5% |
| 3M | -2.0% | -17.3% | +15.4% | -0.3% |
| 6M | +7.3% | +22.6% | -15.3% | +4.7% |
| YTD | +23.5% | +31.1% | -7.7% | +19.4% |
| 1Y | +11.0% | +60.2% | -49.2% | +4.9% |
| 3Y | +95.0% | +35.8% | +59.2% | +85.2% |
| 5Y | +100.6% | +38.9% | +61.7% | +88.4% |
| 10Y | +114.5% | +166.5% | -51.9% | +85.3% |
| All | +8,504.4% | +4,983.8% | +3,520.6% | +6,134.9% |
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