+98.5%
FLEX vs KNX
+67.7%
+30.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.1% |
| 7D | -0.9% | +7.1% | -8.0% | -3.7% |
| 30D | -10.1% | +1.7% | -11.8% | -10.7% |
| 3M | -31.3% | -8.1% | -23.2% | -29.0% |
| 6M | +71.3% | +14.0% | +57.2% | +63.4% |
| YTD | +81.2% | +38.5% | +42.7% | +69.0% |
| 1Y | +98.5% | +65.4% | +33.1% | +79.8% |
| All | +98.5% | +67.7% | +30.8% | +79.8% |
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