+2,417.1%
MSCI vs KNX
+534.5%
+1,882.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.6% |
| 7D | +0.4% | +7.4% | -7.0% | -2.1% |
| 30D | +0.6% | +2.0% | -1.4% | -0.4% |
| 3M | -7.1% | -7.9% | +0.8% | -5.3% |
| 6M | +0.8% | +14.4% | -13.5% | -5.8% |
| YTD | +1.0% | +38.9% | -37.9% | -12.5% |
| 1Y | +4.3% | +65.9% | -61.6% | -16.4% |
| 3Y | +9.9% | +35.8% | -25.9% | -8.4% |
| 5Y | -6.8% | +43.3% | -50.1% | -24.8% |
| 10Y | +614.7% | +179.6% | +435.0% | +302.5% |
| All | +2,417.1% | +534.5% | +1,882.6% | +721.7% |
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 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