+35.8%
KNX vs FDS
-37.4%
+73.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -5.6% | -14.0% | +8.4% | -3.2% |
| 30D | -4.4% | -6.2% | +1.8% | -3.6% |
| 3M | -17.3% | +10.2% | -27.5% | -19.3% |
| 6M | +22.6% | +27.4% | -4.8% | +14.0% |
| YTD | +31.1% | -9.3% | +40.4% | +35.6% |
| 1Y | +60.2% | -28.6% | +88.9% | +83.0% |
| 3Y | +35.8% | -36.8% | +72.6% | +64.3% |
| All | +35.8% | -37.4% | +73.2% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling