+323.1%
MRVL vs KNX
+34.6%
+288.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.7% |
| 7D | +5.6% | -5.6% | +11.2% | +8.2% |
| 30D | +8.8% | -4.4% | +13.2% | +10.8% |
| 3M | -15.9% | -17.3% | +1.5% | -9.0% |
| 6M | +161.3% | +22.6% | +138.6% | +140.1% |
| YTD | +178.2% | +31.1% | +147.1% | +144.1% |
| 1Y | +255.3% | +60.2% | +195.1% | +182.1% |
| 3Y | +323.1% | +35.8% | +287.4% | +261.1% |
| All | +323.1% | +34.6% | +288.6% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling