+41.1%
KNX vs FDS
-28.1%
+69.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.2% | +1.9% |
| 7D | -0.5% | -16.0% | +15.5% | +4.0% |
| 30D | +1.0% | -6.7% | +7.7% | +2.6% |
| 3M | -12.6% | +6.0% | -18.6% | -15.0% |
| 6M | +21.1% | +25.1% | -4.0% | +9.9% |
| YTD | +33.2% | -8.1% | +41.3% | +35.8% |
| 1Y | +67.8% | -26.0% | +93.8% | +87.5% |
| 3Y | +37.3% | -36.4% | +73.7% | +63.1% |
| 5Y | +41.1% | -27.7% | +68.8% | +65.0% |
| All | +41.1% | -28.1% | +69.2% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling