+443.0%
MP vs KNX
+74.6%
+368.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | -0.7% | +2.3% | -3.1% | -1.7% |
| 30D | -0.7% | +0.5% | -1.1% | -0.9% |
| 3M | 0.0% | -14.1% | +14.1% | +5.5% |
| 6M | -10.0% | +19.8% | -29.7% | -18.0% |
| YTD | +7.5% | +32.7% | -25.2% | -7.3% |
| 1Y | -14.0% | +62.3% | -76.3% | -33.5% |
| 3Y | +153.5% | +36.8% | +116.7% | +108.5% |
| 5Y | +62.7% | +41.8% | +21.0% | +30.9% |
| All | +443.0% | +74.6% | +368.4% | +301.3% |
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