+11,425.3%
MU vs KNX
+5,194.7%
+6,230.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | +7.2% | +6.4% | +0.8% | +5.0% |
| 30D | +14.0% | +1.4% | +12.6% | +13.6% |
| 3M | +5.4% | -12.0% | +17.4% | +10.1% |
| 6M | +170.3% | +25.2% | +145.1% | +150.0% |
| YTD | +250.7% | +36.6% | +214.1% | +214.4% |
| 1Y | +662.1% | +67.6% | +594.5% | +535.0% |
| 3Y | +1,341.2% | +40.8% | +1,300.4% | +1,151.7% |
| 5Y | +1,319.3% | +43.3% | +1,276.0% | +1,119.2% |
| 10Y | +5,778.3% | +170.1% | +5,608.2% | +3,905.9% |
| All | +11,425.3% | +5,194.7% | +6,230.7% | +4,635.0% |
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 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