+674.0%
MRNA vs KNX
+139.4%
+534.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.7% |
| 7D | -1.1% | -5.6% | +4.5% | +0.2% |
| 30D | +126.1% | -4.4% | +130.5% | +128.0% |
| 3M | +190.0% | -17.3% | +207.4% | +202.2% |
| 6M | +157.2% | +22.6% | +134.6% | +139.7% |
| YTD | +388.2% | +31.1% | +357.1% | +347.8% |
| 1Y | +467.0% | +60.2% | +406.8% | +391.8% |
| 3Y | +36.1% | +35.8% | +0.3% | +21.9% |
| 5Y | -68.0% | +38.9% | -106.9% | -71.5% |
| All | +674.0% | +139.4% | +534.6% | +510.0% |
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