+72.2%
MSFU vs KNX
+51.8%
+20.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.0% |
| 7D | -3.2% | +6.4% | -9.6% | -4.5% |
| 30D | -3.1% | +1.4% | -4.5% | -3.6% |
| 3M | +35.3% | -12.0% | +47.3% | +38.7% |
| 6M | +31.6% | +25.2% | +6.4% | +22.3% |
| YTD | -9.5% | +36.6% | -46.1% | -18.9% |
| 1Y | -18.4% | +67.6% | -86.0% | -32.6% |
| 3Y | +26.9% | +40.8% | -13.9% | +7.8% |
| All | +72.2% | +51.8% | +20.5% | +31.4% |
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