+4,743.3%
MS vs KNX
+4,566.4%
+176.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -1.7% | 0.0% | -1.8% | -1.7% |
| 30D | +0.9% | -3.3% | +4.2% | +2.1% |
| 3M | -10.8% | -8.7% | -2.1% | -8.1% |
| 6M | +0.9% | +1.3% | -0.4% | -1.1% |
| YTD | +9.8% | +20.4% | -10.6% | 0.0% |
| 1Y | +17.1% | +42.4% | -25.4% | -0.1% |
| 3Y | +175.7% | +30.1% | +145.7% | +137.0% |
| 5Y | +125.9% | +11.7% | +114.2% | +102.1% |
| 10Y | +556.2% | +102.3% | +453.9% | +342.7% |
| All | +4,743.3% | +4,566.4% | +176.9% | +1,584.2% |
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