+25.0%
FLEX vs KNX
+45.0%
-20.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.0% |
| 7D | -17.0% | +2.5% | -19.4% | -17.9% |
| 30D | -33.8% | -4.4% | -29.4% | -32.5% |
| 3M | -39.0% | -12.7% | -26.4% | -35.1% |
| 6M | -15.9% | +0.9% | -16.8% | -14.7% |
| YTD | +27.8% | +20.3% | +7.5% | +23.0% |
| 1Y | +25.0% | +40.9% | -16.0% | +14.5% |
| All | +25.0% | +45.0% | -20.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling