+1,925.8%
MRVL vs KNX
+166.7%
+1,759.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.7% |
| 7D | +5.6% | -5.6% | +11.2% | +8.1% |
| 30D | +8.8% | -4.4% | +13.2% | +10.8% |
| 3M | -15.9% | -17.3% | +1.5% | -9.1% |
| 6M | +161.3% | +22.6% | +138.6% | +139.1% |
| YTD | +178.2% | +31.1% | +147.1% | +144.3% |
| 1Y | +255.3% | +60.2% | +195.1% | +184.1% |
| 3Y | +323.1% | +35.8% | +287.4% | +254.0% |
| 5Y | +293.2% | +38.9% | +254.3% | +229.0% |
| All | +1,925.8% | +166.7% | +1,759.1% | +1,298.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling