-45.2%
FIX vs KNX
+7.6%
-52.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.5% |
| 7D | +9.4% | +9.2% | +0.2% | +6.3% |
| 30D | -27.8% | +0.9% | -28.7% | -28.3% |
| 3M | -35.6% | -12.7% | -22.8% | -34.0% |
| 6M | -45.2% | +7.3% | -52.5% | -47.6% |
| All | -45.2% | +7.6% | -52.9% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling