+41.8%
KNX vs FE
+46.0%
-4.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +0.5% | -1.2% | +1.6% | +0.7% |
| 3M | -14.1% | +1.7% | -15.8% | -14.5% |
| 6M | +19.8% | -7.5% | +27.2% | +22.0% |
| YTD | +32.7% | +6.3% | +26.4% | +30.2% |
| 1Y | +62.3% | +10.9% | +51.5% | +57.0% |
| 3Y | +36.8% | +46.9% | -10.1% | +19.0% |
| 5Y | +41.8% | +47.6% | -5.8% | +17.4% |
| All | +41.8% | +46.0% | -4.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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