+159.3%
MP vs KNX
+33.3%
+126.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.4% |
| 7D | +9.5% | +9.2% | +0.2% | +6.4% |
| 30D | -3.0% | +0.9% | -3.9% | -3.2% |
| 3M | -30.4% | -12.7% | -17.7% | -27.6% |
| 6M | -39.2% | +7.3% | -46.5% | -41.6% |
| YTD | -23.3% | +23.1% | -46.4% | -30.3% |
| 1Y | -32.6% | +47.1% | -79.7% | -42.9% |
| 3Y | +159.3% | +33.3% | +126.0% | +114.6% |
| All | +159.3% | +33.3% | +126.0% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling