+3,445.9%
KNX vs FDS
+9,502.8%
-6,057.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +4.8% |
| 7D | +7.4% | -1.9% | +9.3% | +7.9% |
| 30D | +2.0% | +9.0% | -7.1% | -0.8% |
| 3M | -7.9% | +18.9% | -26.7% | -13.6% |
| 6M | +14.4% | +35.1% | -20.8% | +2.2% |
| YTD | +38.9% | +5.5% | +33.4% | +32.7% |
| 1Y | +65.9% | -16.8% | +82.7% | +69.2% |
| 3Y | +35.8% | -28.1% | +63.9% | +44.2% |
| 5Y | +43.3% | -17.4% | +60.8% | +45.2% |
| 10Y | +179.6% | +85.4% | +94.2% | +117.5% |
| All | +3,445.9% | +9,502.8% | -6,057.0% | +1,215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling