+8,592.5%
FIX vs KNX
+2,476.8%
+6,115.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.3% |
| 7D | +9.4% | +9.2% | +0.2% | +6.7% |
| 30D | -27.8% | +0.9% | -28.7% | -27.9% |
| 3M | -35.6% | -12.7% | -22.8% | -33.0% |
| 6M | -45.2% | +7.3% | -52.5% | -46.7% |
| YTD | +19.5% | +23.1% | -3.6% | +11.4% |
| 1Y | +24.2% | +47.1% | -22.8% | +9.9% |
| 3Y | +494.2% | +33.3% | +460.9% | +429.6% |
| 5Y | +1,036.1% | +12.1% | +1,024.0% | +948.5% |
| 10Y | +3,599.0% | +106.9% | +3,492.1% | +2,672.2% |
| All | +8,592.5% | +2,476.8% | +6,115.7% | +4,221.9% |
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