+33.3%
MELI vs KNX
+34.6%
-1.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.2% |
| 7D | -4.1% | -5.6% | +1.5% | -3.2% |
| 30D | +3.8% | -4.4% | +8.2% | +4.4% |
| 3M | +17.8% | -17.3% | +35.2% | +21.5% |
| 6M | +7.4% | +22.6% | -15.2% | +2.2% |
| YTD | -5.8% | +31.1% | -37.0% | -11.6% |
| 1Y | -18.9% | +60.2% | -79.1% | -27.0% |
| 3Y | +33.3% | +35.8% | -2.4% | +24.8% |
| All | +33.3% | +34.6% | -1.2% | +24.8% |
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