+143.2%
MS vs KNX
+38.8%
+104.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.6% |
| 7D | +1.7% | +2.3% | -0.7% | +0.8% |
| 30D | 0.0% | +0.5% | -0.5% | -0.3% |
| 3M | +3.0% | -14.1% | +17.1% | +8.2% |
| 6M | +35.7% | +19.8% | +15.9% | +24.4% |
| YTD | +23.3% | +32.7% | -9.4% | +7.9% |
| 1Y | +44.7% | +62.3% | -17.6% | +15.1% |
| 3Y | +178.0% | +36.8% | +141.2% | +131.3% |
| 5Y | +143.2% | +41.8% | +101.4% | +95.7% |
| All | +143.2% | +38.8% | +104.3% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling