+2.4%
MELI vs KNX
+37.6%
-35.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.1% |
| 7D | -4.1% | -5.6% | +1.5% | -2.1% |
| 30D | +3.8% | -4.4% | +8.2% | +5.1% |
| 3M | +17.8% | -17.3% | +35.2% | +25.2% |
| 6M | +7.4% | +22.6% | -15.2% | -2.9% |
| YTD | -5.8% | +31.1% | -37.0% | -17.6% |
| 1Y | -18.9% | +60.2% | -79.1% | -35.6% |
| 3Y | +33.3% | +35.8% | -2.4% | +7.8% |
| All | +2.4% | +37.6% | -35.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling