+548.8%
MU vs KNX
+65.4%
+483.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -4.1% | -5.6% | +1.5% | -2.1% |
| 30D | +7.0% | -4.4% | +11.4% | +8.9% |
| 3M | -2.1% | -17.3% | +15.3% | +3.7% |
| 6M | +133.1% | +22.6% | +110.4% | +126.4% |
| YTD | +241.9% | +31.1% | +210.8% | +228.6% |
| 1Y | +548.8% | +60.2% | +488.5% | +483.0% |
| All | +548.8% | +65.4% | +483.4% | +483.0% |
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