-79.9%
FIG vs KNX
+64.5%
-144.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.1% |
| 7D | -3.8% | -5.6% | +1.8% | -2.8% |
| 30D | -2.3% | -4.4% | +2.1% | -1.5% |
| 3M | +20.0% | -17.3% | +37.3% | +24.7% |
| 6M | -16.7% | +22.6% | -39.3% | -22.4% |
| YTD | -37.9% | +31.1% | -69.1% | -44.6% |
| 1Y | -58.5% | +60.2% | -118.7% | -67.6% |
| All | -79.9% | +64.5% | -144.4% | -84.4% |
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 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