+8,592.0%
FLEX vs KNX
+5,284.4%
+3,307.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.3% |
| 7D | -0.9% | +7.4% | -8.3% | -3.2% |
| 30D | -10.1% | +2.0% | -12.1% | -10.7% |
| 3M | -31.3% | -7.9% | -23.5% | -29.4% |
| 6M | +71.3% | +14.4% | +56.9% | +63.8% |
| YTD | +81.2% | +38.9% | +42.3% | +62.1% |
| 1Y | +98.5% | +65.9% | +32.6% | +66.2% |
| 3Y | +428.2% | +35.8% | +392.4% | +363.2% |
| 5Y | +657.3% | +43.3% | +613.9% | +545.3% |
| 10Y | +995.9% | +179.6% | +816.3% | +620.8% |
| All | +8,592.0% | +5,284.4% | +3,307.6% | +3,377.7% |
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