+2,121.4%
KNX vs FE
+571.3%
+1,550.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -12.7% | +1.3% | -14.1% | -13.1% |
| 6M | +7.3% | +8.7% | -1.3% | +4.6% |
| YTD | +23.1% | +9.2% | +13.9% | +19.6% |
| 1Y | +47.1% | +7.0% | +40.1% | +43.6% |
| 3Y | +33.3% | +51.4% | -18.1% | +16.5% |
| 5Y | +12.1% | +47.7% | -35.6% | -2.0% |
| 10Y | +106.9% | +125.0% | -18.1% | +54.0% |
| All | +2,121.4% | +571.3% | +1,550.1% | +1,128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling