-23.7%
MARA vs KNX
+65.4%
-89.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.5% |
| 7D | +5.9% | -5.6% | +11.5% | +8.4% |
| 30D | +24.3% | -4.4% | +28.7% | +26.4% |
| 3M | -12.0% | -17.3% | +5.3% | -4.6% |
| 6M | +40.1% | +22.6% | +17.5% | +26.6% |
| YTD | +33.4% | +31.1% | +2.3% | +18.0% |
| 1Y | -23.7% | +60.2% | -83.9% | -38.1% |
| All | -23.7% | +65.4% | -89.1% | -38.1% |
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