+3,076.9%
FTAI vs KNX
+166.7%
+2,910.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.9% | +3.7% |
| 7D | -5.2% | -5.6% | +0.4% | -3.9% |
| 30D | -17.9% | -4.4% | -13.5% | -17.0% |
| 3M | -22.7% | -17.3% | -5.4% | -19.4% |
| 6M | -28.0% | +22.6% | -50.6% | -31.8% |
| YTD | -5.0% | +31.1% | -36.1% | -11.3% |
| 1Y | +10.4% | +60.2% | -49.8% | -2.3% |
| 3Y | +425.2% | +35.8% | +389.5% | +377.4% |
| 5Y | +890.3% | +38.9% | +851.4% | +789.0% |
| All | +3,076.9% | +166.7% | +2,910.2% | +2,543.4% |
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