+773.9%
MS vs KNX
+170.9%
+603.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -1.1% | +1.0% | -2.1% | -1.7% |
| 3M | +3.5% | -12.6% | +16.1% | +8.3% |
| 6M | +33.7% | +21.1% | +12.7% | +21.5% |
| YTD | +21.8% | +33.2% | -11.4% | +5.8% |
| 1Y | +41.1% | +67.8% | -26.7% | +9.9% |
| 3Y | +174.5% | +37.3% | +137.2% | +126.7% |
| 5Y | +140.7% | +41.1% | +99.6% | +91.9% |
| All | +773.9% | +170.9% | +603.0% | +389.3% |
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