+249.5%
MRVL vs KNX
+67.7%
+181.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.5% | +3.6% | +5.8% |
| 7D | +3.2% | +7.1% | -3.9% | +0.7% |
| 30D | +5.9% | +1.7% | +4.3% | +5.4% |
| 3M | -29.3% | -8.1% | -21.2% | -27.4% |
| 6M | +186.5% | +14.0% | +172.5% | +175.8% |
| YTD | +163.4% | +38.5% | +124.9% | +139.0% |
| 1Y | +249.5% | +65.4% | +184.1% | +199.4% |
| All | +249.5% | +67.7% | +181.8% | +199.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling