+6,182.4%
FIX vs KNX
+170.9%
+6,011.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -5.7% | +1.0% | -6.7% | -6.1% |
| 3M | -7.4% | -12.6% | +5.2% | -2.9% |
| 6M | +15.1% | +21.1% | -6.0% | +5.7% |
| YTD | +70.7% | +33.2% | +37.5% | +50.8% |
| 1Y | +111.9% | +67.8% | +44.2% | +69.9% |
| 3Y | +759.5% | +37.3% | +722.2% | +620.5% |
| 5Y | +2,164.4% | +41.1% | +2,123.3% | +1,738.7% |
| All | +6,182.4% | +170.9% | +6,011.5% | +3,770.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling