+418.8%
META vs KNX
+164.8%
+254.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.8% | +9.4% | +7.4% |
| 7D | +10.3% | +2.3% | +7.9% | +9.4% |
| 30D | +9.9% | +0.5% | +9.4% | +9.4% |
| 3M | +11.9% | -14.1% | +26.1% | +16.7% |
| 6M | +1.2% | +19.8% | -18.6% | -6.2% |
| YTD | -0.8% | +32.7% | -33.5% | -11.6% |
| 1Y | -14.3% | +62.3% | -76.7% | -29.4% |
| 3Y | +121.4% | +36.8% | +84.5% | +88.1% |
| 5Y | +74.5% | +41.8% | +32.7% | +46.9% |
| 10Y | +418.8% | +169.7% | +249.2% | +250.6% |
| All | +418.8% | +164.8% | +254.1% | +250.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling