+94.7%
FAST vs KNX
+39.7%
+55.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | +1.3% | +6.4% | -5.1% | -0.1% |
| 30D | -4.7% | +1.4% | -6.1% | -5.1% |
| 3M | +7.9% | -12.0% | +20.0% | +10.7% |
| 6M | +7.4% | +25.2% | -17.7% | +1.3% |
| YTD | +25.1% | +36.6% | -11.5% | +15.6% |
| 1Y | +4.7% | +67.6% | -62.9% | -7.7% |
| 3Y | +94.7% | +40.8% | +53.9% | +80.7% |
| All | +94.7% | +39.7% | +55.0% | +80.7% |
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