+274.5%
MP vs KNX
+56.7%
+217.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | +11.0% | +3.8% | +7.2% | +9.3% |
| 30D | -11.7% | -2.0% | -9.7% | -10.9% |
| 3M | -30.8% | -13.2% | -17.6% | -26.9% |
| 6M | -42.9% | +3.6% | -46.6% | -44.9% |
| YTD | -25.9% | +19.1% | -45.0% | -33.3% |
| 1Y | -37.3% | +39.5% | -76.8% | -47.7% |
| 3Y | +150.7% | +28.7% | +121.9% | +110.6% |
| 5Y | -19.3% | +8.5% | -27.8% | -29.6% |
| All | +274.5% | +56.7% | +217.8% | +188.6% |
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