+2,166.4%
FIX vs KNX
+38.8%
+2,127.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.0% |
| 7D | +3.5% | +2.3% | +1.2% | +2.6% |
| 30D | -3.5% | +0.5% | -4.0% | -3.6% |
| 3M | -11.8% | -14.1% | +2.4% | -7.0% |
| 6M | +17.8% | +19.8% | -2.0% | +9.1% |
| YTD | +73.3% | +32.7% | +40.6% | +54.4% |
| 1Y | +128.1% | +62.3% | +65.8% | +87.1% |
| 3Y | +772.7% | +36.8% | +735.8% | +639.0% |
| 5Y | +2,166.4% | +41.8% | +2,124.7% | +1,765.0% |
| All | +2,166.4% | +38.8% | +2,127.6% | +1,765.0% |
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