+107.8%
META vs KNX
+39.7%
+68.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | +6.0% | +6.4% | -0.4% | +4.5% |
| 30D | +3.6% | +1.4% | +2.2% | +3.1% |
| 3M | +4.9% | -12.0% | +16.9% | +7.9% |
| 6M | -4.7% | +25.2% | -29.9% | -11.6% |
| YTD | -6.9% | +36.6% | -43.5% | -16.3% |
| 1Y | -18.2% | +67.6% | -85.8% | -31.5% |
| 3Y | +107.8% | +40.8% | +66.9% | +82.7% |
| All | +107.8% | +39.7% | +68.0% | +82.7% |
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 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