+2,861.1%
MRSH vs KNX
+4,983.8%
-2,122.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 6M | +2.8% | +22.6% | -19.8% | -2.0% |
| YTD | -3.1% | +31.1% | -34.3% | -9.1% |
| 1Y | -11.3% | +60.2% | -71.5% | -20.3% |
| 3Y | -5.0% | +35.8% | -40.7% | -13.8% |
| 5Y | +19.2% | +38.9% | -19.7% | +6.4% |
| 10Y | +217.4% | +166.5% | +50.9% | +140.3% |
| All | +2,861.1% | +4,983.8% | -2,122.7% | +1,461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling