+151.4%
KNX vs FCUV
-95.9%
+247.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -0.5% | -72.0% | +71.5% | -0.3% |
| 30D | +1.0% | -8.0% | +9.0% | +0.9% |
| 3M | -12.6% | +66.3% | -78.9% | -13.5% |
| 6M | +21.1% | -75.3% | +96.4% | +20.3% |
| YTD | +33.2% | -83.0% | +116.2% | +32.4% |
| 1Y | +67.8% | -94.7% | +162.4% | +67.2% |
| 3Y | +37.3% | -99.3% | +136.6% | +36.8% |
| 5Y | +41.1% | -99.9% | +140.9% | +40.6% |
| 10Y | +170.6% | -98.6% | +269.2% | +172.6% |
| All | +151.4% | -95.9% | +247.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling