-19.6%
MSFU vs KNX
+68.2%
-87.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -7.9% | -3.8% |
| 7D | -5.7% | +7.4% | -13.1% | -5.0% |
| 30D | +4.2% | +2.0% | +2.2% | +4.5% |
| 3M | +27.9% | -7.9% | +35.8% | +28.1% |
| 6M | +37.1% | +14.4% | +22.8% | +36.9% |
| YTD | -7.4% | +38.9% | -46.3% | -5.3% |
| 1Y | -19.6% | +65.9% | -85.5% | -19.3% |
| All | -19.6% | +68.2% | -87.8% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling