+0.8%
FAST vs KNX
+67.7%
-66.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -0.4% | +7.1% | -7.4% | -1.8% |
| 30D | -0.8% | +1.7% | -2.4% | -1.3% |
| 3M | +5.8% | -8.1% | +13.9% | +7.3% |
| 6M | +8.0% | +14.0% | -6.0% | +3.7% |
| YTD | +25.6% | +38.5% | -12.9% | +16.2% |
| 1Y | +0.8% | +65.4% | -64.6% | -8.1% |
| All | +0.8% | +67.7% | -66.9% | -8.1% |
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 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