+106.1%
FAST vs KNX
+38.8%
+67.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.4% |
| 7D | +1.8% | +2.3% | -0.5% | +1.1% |
| 30D | -6.4% | +0.5% | -6.9% | -6.7% |
| 3M | +5.3% | -14.1% | +19.5% | +9.5% |
| 6M | +5.4% | +19.8% | -14.4% | -1.1% |
| YTD | +23.6% | +32.7% | -9.2% | +12.3% |
| 1Y | +4.1% | +62.3% | -58.3% | -11.5% |
| 3Y | +92.4% | +36.8% | +55.5% | +68.2% |
| 5Y | +106.1% | +41.8% | +64.3% | +75.7% |
| All | +106.1% | +38.8% | +67.2% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling