+6,770.4%
MELI vs KNX
+356.1%
+6,414.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.2% |
| 7D | -4.1% | -5.6% | +1.5% | -1.6% |
| 30D | +3.8% | -4.4% | +8.2% | +5.4% |
| 3M | +17.8% | -17.3% | +35.2% | +26.7% |
| 6M | +7.4% | +22.6% | -15.2% | -4.5% |
| YTD | -5.8% | +31.1% | -37.0% | -19.4% |
| 1Y | -18.9% | +60.2% | -79.1% | -37.7% |
| 3Y | +33.3% | +35.8% | -2.4% | +4.8% |
| 5Y | +2.7% | +38.9% | -36.2% | -20.6% |
| 10Y | +962.9% | +166.5% | +796.5% | +400.6% |
| All | +6,770.4% | +356.1% | +6,414.3% | +1,730.2% |
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