+229.2%
MXL vs KNX
+34.6%
+194.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.1% | +8.3% |
| 7D | +18.9% | -5.6% | +24.4% | +21.9% |
| 30D | +0.3% | -4.4% | +4.7% | +2.5% |
| 3M | -8.0% | -17.3% | +9.3% | +0.5% |
| 6M | +341.2% | +22.6% | +318.6% | +293.8% |
| YTD | +327.8% | +31.1% | +296.7% | +265.8% |
| 1Y | +364.9% | +60.2% | +304.7% | +251.7% |
| 3Y | +229.2% | +35.8% | +193.5% | +170.4% |
| All | +229.2% | +34.6% | +194.7% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling