+13.6%
KNX vs FE
+47.0%
-33.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.0% |
| 7D | +9.2% | +1.2% | +8.0% | +8.9% |
| 30D | +0.9% | +4.5% | -3.6% | -0.2% |
| 3M | -12.7% | +1.3% | -14.1% | -13.0% |
| 6M | +7.3% | +8.7% | -1.3% | +5.0% |
| YTD | +23.1% | +9.2% | +13.9% | +20.0% |
| 1Y | +47.1% | +7.0% | +40.1% | +43.9% |
| 3Y | +33.3% | +51.4% | -18.1% | +15.1% |
| All | +13.6% | +47.0% | -33.4% | -3.3% |
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