-17.3%
META vs KNX
+67.7%
-85.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.6% |
| 7D | +6.7% | +7.1% | -0.4% | +5.8% |
| 30D | +4.8% | +1.7% | +3.1% | +4.5% |
| 3M | -1.6% | -8.1% | +6.5% | -0.7% |
| 6M | -7.5% | +14.0% | -21.5% | -10.6% |
| YTD | -6.4% | +38.5% | -44.9% | -12.2% |
| 1Y | -17.3% | +65.4% | -82.8% | -23.7% |
| All | -17.3% | +67.7% | -85.0% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling