+12,483.6%
FAST vs KNX
+5,284.4%
+7,199.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.3% |
| 7D | -0.4% | +7.4% | -7.7% | -2.3% |
| 30D | -0.8% | +2.0% | -2.7% | -1.5% |
| 3M | +5.8% | -7.9% | +13.6% | +7.7% |
| 6M | +8.0% | +14.4% | -6.4% | +2.9% |
| YTD | +25.6% | +38.9% | -13.3% | +13.3% |
| 1Y | +0.8% | +65.9% | -65.1% | -14.1% |
| 3Y | +86.1% | +35.8% | +50.3% | +63.6% |
| 5Y | +100.2% | +43.3% | +56.9% | +71.1% |
| 10Y | +494.2% | +179.6% | +314.6% | +305.4% |
| All | +12,483.6% | +5,284.4% | +7,199.2% | +5,220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling