+2,037.5%
FLUT vs KNX
+1,232.9%
+804.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -1.1% |
| 7D | -2.6% | +2.3% | -4.9% | -2.8% |
| 30D | +5.4% | +0.5% | +4.9% | +5.2% |
| 3M | -10.8% | -14.1% | +3.4% | -9.6% |
| 6M | -9.2% | +19.8% | -29.0% | -11.2% |
| YTD | -53.8% | +32.7% | -86.5% | -55.3% |
| 1Y | -66.0% | +62.3% | -128.3% | -67.8% |
| 3Y | -44.7% | +36.8% | -81.5% | -47.1% |
| 5Y | -50.6% | +41.8% | -92.3% | -53.0% |
| 10Y | -10.4% | +169.7% | -180.1% | -19.4% |
| All | +2,037.5% | +1,232.9% | +804.6% | +1,687.2% |
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