+1,594.6%
META vs KNX
+365.4%
+1,229.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.9% |
| 7D | +5.2% | +9.2% | -4.1% | +2.4% |
| 30D | -13.0% | +0.9% | -13.9% | -13.3% |
| 3M | +7.9% | -12.7% | +20.6% | +12.1% |
| 6M | +4.2% | +7.3% | -3.1% | +0.4% |
| YTD | -2.5% | +23.1% | -25.6% | -10.9% |
| 1Y | +5.6% | +47.1% | -41.5% | -9.1% |
| 3Y | +96.8% | +33.3% | +63.5% | +70.2% |
| 5Y | +90.0% | +12.1% | +77.9% | +71.9% |
| 10Y | +444.3% | +106.9% | +337.4% | +294.0% |
| All | +1,594.6% | +365.4% | +1,229.1% | +837.7% |
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 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