+5,398.7%
MS vs KNX
+5,284.4%
+114.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.1% |
| 7D | +1.4% | +7.4% | -6.0% | -1.3% |
| 30D | -0.3% | +2.0% | -2.2% | -1.1% |
| 3M | +0.3% | -7.9% | +8.2% | +2.6% |
| 6M | +31.3% | +14.4% | +17.0% | +22.9% |
| YTD | +24.7% | +38.9% | -14.2% | +7.9% |
| 1Y | +47.9% | +65.9% | -18.0% | +18.5% |
| 3Y | +178.3% | +35.8% | +142.5% | +135.5% |
| 5Y | +144.9% | +43.3% | +101.6% | +99.4% |
| 10Y | +804.5% | +179.6% | +624.9% | +442.9% |
| All | +5,398.7% | +5,284.4% | +114.2% | +1,717.3% |
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