+211.7%
MRSH vs KNX
+166.7%
+44.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -4.8% | -5.6% | +0.8% | -3.7% |
| 30D | -6.3% | -4.4% | -1.9% | -5.6% |
| 3M | +5.8% | -17.3% | +23.1% | +9.4% |
| 6M | +2.8% | +22.6% | -19.8% | -2.4% |
| YTD | -3.1% | +31.1% | -34.3% | -9.5% |
| 1Y | -11.3% | +60.2% | -71.5% | -21.0% |
| 3Y | -5.0% | +35.8% | -40.7% | -14.5% |
| 5Y | +19.2% | +38.9% | -19.7% | +4.7% |
| All | +211.7% | +166.7% | +44.9% | +131.8% |
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 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