+297.0%
MXL vs KNX
+45.0%
+252.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.7% | -10.4% | -10.9% |
| 7D | -24.3% | +2.5% | -26.8% | -25.0% |
| 30D | -46.1% | -4.4% | -41.7% | -45.4% |
| 3M | -21.8% | -12.7% | -9.1% | -18.2% |
| 6M | -27.2% | +0.9% | -28.1% | -25.5% |
| YTD | +226.2% | +20.3% | +205.8% | +196.5% |
| 1Y | +297.0% | +40.9% | +256.1% | +215.3% |
| All | +297.0% | +45.0% | +252.0% | +215.3% |
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