+533.3%
FAST vs KNX
+105.1%
+428.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -4.0% | -1.7% |
| 7D | +4.2% | +9.2% | -5.1% | +1.2% |
| 30D | +6.7% | +0.9% | +5.7% | +6.1% |
| 3M | +8.0% | -12.7% | +20.8% | +12.4% |
| 6M | +27.4% | +7.3% | +20.1% | +22.7% |
| YTD | +40.5% | +23.1% | +17.4% | +28.7% |
| 1Y | +38.4% | +47.1% | -8.7% | +19.3% |
| 3Y | +98.7% | +33.3% | +65.4% | +71.1% |
| 5Y | +106.7% | +12.1% | +94.6% | +85.0% |
| All | +533.3% | +105.1% | +428.3% | +329.4% |
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 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