+2,406.6%
KNX vs FE
+561.4%
+1,845.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +7.4% | +1.9% | +5.4% | +6.8% |
| 30D | +2.0% | -1.2% | +3.1% | +2.3% |
| 3M | -7.9% | +3.5% | -11.4% | -8.9% |
| 6M | +14.4% | -6.1% | +20.4% | +16.2% |
| YTD | +38.9% | +7.6% | +31.3% | +35.6% |
| 1Y | +65.9% | +11.9% | +54.0% | +59.9% |
| 3Y | +35.8% | +48.4% | -12.6% | +19.4% |
| 5Y | +43.3% | +44.8% | -1.5% | +26.0% |
| 10Y | +179.6% | +115.9% | +63.7% | +110.2% |
| All | +2,406.6% | +561.4% | +1,845.1% | +1,292.0% |
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