+4,744.3%
MS vs KNX
+4,671.9%
+72.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.5% |
| 7D | +5.1% | +9.2% | -4.2% | +1.7% |
| 30D | +5.7% | +0.9% | +4.7% | +5.2% |
| 3M | -12.2% | -12.7% | +0.5% | -8.0% |
| 6M | -0.5% | +7.3% | -7.8% | -4.6% |
| YTD | +9.8% | +23.1% | -13.3% | -0.8% |
| 1Y | +17.7% | +47.1% | -29.3% | -0.8% |
| 3Y | +176.8% | +33.3% | +143.6% | +135.8% |
| 5Y | +123.7% | +12.1% | +111.6% | +99.8% |
| 10Y | +556.3% | +106.9% | +449.4% | +339.0% |
| All | +4,744.3% | +4,671.9% | +72.5% | +1,570.3% |
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 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