+1,115.5%
FLEX vs KNX
+166.7%
+948.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.8% |
| 7D | +5.7% | -5.6% | +11.3% | +8.0% |
| 30D | -7.0% | -4.4% | -2.6% | -5.4% |
| 3M | -23.8% | -17.3% | -6.5% | -18.1% |
| 6M | +82.6% | +22.6% | +60.0% | +68.9% |
| YTD | +91.6% | +31.1% | +60.5% | +71.7% |
| 1Y | +100.6% | +60.2% | +40.3% | +65.1% |
| 3Y | +479.8% | +35.8% | +444.0% | +394.7% |
| 5Y | +746.5% | +38.9% | +707.6% | +605.1% |
| All | +1,115.5% | +166.7% | +948.8% | +734.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling