-9.3%
FLUT vs KNX
+166.7%
-176.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +0.4% | -5.6% | +6.0% | +1.2% |
| 30D | +2.5% | -4.4% | +6.9% | +3.1% |
| 3M | -9.2% | -17.3% | +8.1% | -7.1% |
| 6M | -8.2% | +22.6% | -30.9% | -11.4% |
| YTD | -53.2% | +31.1% | -84.4% | -55.4% |
| 1Y | -65.6% | +60.2% | -125.8% | -68.1% |
| 3Y | -43.6% | +35.8% | -79.3% | -47.1% |
| 5Y | -50.3% | +38.9% | -89.2% | -53.6% |
| All | -9.3% | +166.7% | -176.0% | -14.4% |
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