+160.2%
KNX vs FCUV
-98.6%
+258.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.5% |
| 7D | -5.6% | -66.5% | +60.9% | -5.4% |
| 30D | -4.4% | +5.0% | -9.4% | -4.6% |
| 3M | -17.3% | +63.8% | -81.1% | -18.5% |
| 6M | +22.6% | -67.8% | +90.5% | +21.5% |
| YTD | +31.1% | -82.4% | +113.6% | +30.1% |
| 1Y | +60.2% | -94.7% | +154.9% | +59.5% |
| 3Y | +35.8% | -99.3% | +135.0% | +35.0% |
| 5Y | +38.9% | -99.9% | +138.8% | +38.4% |
| All | +160.2% | -98.6% | +258.8% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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