-80.9%
FIG vs KNX
+66.4%
-147.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.4% | -2.7% |
| 7D | -14.5% | +2.3% | -16.8% | -14.8% |
| 30D | -13.3% | +0.5% | -13.8% | -13.5% |
| 3M | +7.4% | -14.1% | +21.6% | +10.7% |
| 6M | -27.8% | +19.8% | -47.6% | -32.3% |
| YTD | -41.1% | +32.7% | -73.8% | -47.5% |
| 1Y | -58.7% | +62.3% | -121.0% | -68.0% |
| All | -80.9% | +66.4% | -147.4% | -85.3% |
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