-7.5%
META vs KNX
+15.9%
-23.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.6% |
| 7D | +6.7% | +7.4% | -0.7% | +5.9% |
| 30D | +4.8% | +2.0% | +2.8% | +4.6% |
| 3M | -1.6% | -7.9% | +6.2% | -0.7% |
| 6M | -7.5% | +14.4% | -21.8% | -10.9% |
| All | -7.5% | +15.9% | -23.3% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling