+1,301.2%
FERG vs KNX
+362.8%
+938.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -11.8% | +1.0% | -12.8% | -12.0% |
| 3M | -1.2% | -12.6% | +11.4% | +0.6% |
| 6M | -2.3% | +21.1% | -23.4% | -5.4% |
| YTD | +0.8% | +33.2% | -32.4% | -3.7% |
| 1Y | +0.5% | +67.8% | -67.3% | -7.2% |
| 3Y | +51.4% | +37.3% | +14.1% | +42.2% |
| 5Y | +67.5% | +41.1% | +26.4% | +56.6% |
| 10Y | +348.1% | +170.6% | +177.5% | +303.0% |
| All | +1,301.2% | +362.8% | +938.4% | +1,114.7% |
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 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