+528.7%
FAST vs KNX
+166.7%
+362.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.1% |
| 7D | -0.6% | -5.6% | +5.0% | +1.3% |
| 30D | -5.6% | -4.4% | -1.1% | -4.3% |
| 3M | +6.9% | -17.3% | +24.2% | +13.3% |
| 6M | +7.0% | +22.6% | -15.6% | -1.3% |
| YTD | +24.9% | +31.1% | -6.2% | +12.4% |
| 1Y | +6.5% | +60.2% | -53.7% | -11.3% |
| 3Y | +94.1% | +35.8% | +58.4% | +65.8% |
| 5Y | +107.7% | +38.9% | +68.8% | +72.2% |
| All | +528.7% | +166.7% | +362.0% | +282.8% |
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