+2,421.0%
MRK vs KNX
+4,983.8%
-2,562.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -4.3% | -5.6% | +1.3% | -3.6% |
| 30D | +8.3% | -4.4% | +12.7% | +8.8% |
| 3M | +20.0% | -17.3% | +37.4% | +22.5% |
| 6M | +25.7% | +22.6% | +3.0% | +22.1% |
| YTD | +38.7% | +31.1% | +7.6% | +33.6% |
| 1Y | +74.7% | +60.2% | +14.5% | +63.8% |
| 3Y | +45.4% | +35.8% | +9.6% | +37.4% |
| 5Y | +129.0% | +38.9% | +90.1% | +113.6% |
| 10Y | +228.0% | +166.5% | +61.6% | +175.0% |
| All | +2,421.0% | +4,983.8% | -2,562.8% | +1,655.3% |
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