+19.0%
MARA vs KNX
+34.6%
-15.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.7% |
| 7D | +5.9% | -5.6% | +11.5% | +9.4% |
| 30D | +24.3% | -4.4% | +28.7% | +27.3% |
| 3M | -12.0% | -17.3% | +5.3% | -2.3% |
| 6M | +40.1% | +22.6% | +17.5% | +20.6% |
| YTD | +33.4% | +31.1% | +2.3% | +9.3% |
| 1Y | -23.7% | +60.2% | -83.9% | -46.4% |
| 3Y | +19.0% | +35.8% | -16.8% | -3.0% |
| All | +19.0% | +34.6% | -15.6% | -3.0% |
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 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