-90.0%
MARA vs KNX
+377.5%
-467.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.6% |
| 7D | +5.9% | -5.6% | +11.5% | +8.9% |
| 30D | +24.3% | -4.4% | +28.7% | +26.9% |
| 3M | -12.0% | -17.3% | +5.3% | -4.1% |
| 6M | +40.1% | +22.6% | +17.5% | +24.4% |
| YTD | +33.4% | +31.1% | +2.3% | +14.1% |
| 1Y | -23.7% | +60.2% | -83.9% | -41.8% |
| 3Y | +19.0% | +35.8% | -16.8% | -1.6% |
| 5Y | -66.5% | +38.9% | -105.4% | -71.7% |
| 10Y | -73.4% | +166.5% | -239.9% | -84.0% |
| All | -90.0% | +377.5% | -467.5% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling