+303.5%
MXL vs KNX
+68.2%
+235.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.8% | +4.2% |
| 7D | +1.6% | +7.4% | -5.7% | -0.8% |
| 30D | -7.0% | +2.0% | -9.0% | -7.4% |
| 3M | -33.4% | -7.9% | -25.5% | -31.9% |
| 6M | +260.2% | +14.4% | +245.8% | +246.8% |
| YTD | +260.0% | +38.9% | +221.0% | +226.7% |
| 1Y | +303.5% | +65.9% | +237.6% | +238.4% |
| All | +303.5% | +68.2% | +235.3% | +238.4% |
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 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