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  • MPC vs KNX✓SelectedUSD · KNXMPC vs KNX performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+120.9%
KNX return
+67.7%
Excess return
+53.2%
Maximum drawdown
-18.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
1D+0.3%+3.5%-3.2%+0.3%
7D+5.4%+7.1%-1.6%+5.4%
30D+31.0%+1.7%+29.3%+30.9%
3M+46.0%-8.1%+54.2%+45.8%
6M+77.3%+14.0%+63.3%+80.1%
YTD+141.9%+38.5%+103.4%+145.0%
1Y+120.9%+65.4%+55.5%+125.8%
All+120.9%+67.7%+53.2%+125.8%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling