+413.2%
MP vs KNX
+75.2%
+338.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -7.1% | +1.0% | -8.1% | -7.5% |
| 3M | -4.0% | -12.6% | +8.7% | +0.5% |
| 6M | -16.7% | +21.1% | -37.7% | -24.5% |
| YTD | +1.6% | +33.2% | -31.6% | -12.5% |
| 1Y | -17.8% | +67.8% | -85.6% | -37.4% |
| 3Y | +139.6% | +37.3% | +102.3% | +96.8% |
| 5Y | +50.5% | +41.1% | +9.4% | +21.1% |
| All | +413.2% | +75.2% | +338.0% | +278.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling