+160.2%
KNX vs FFIV
+249.4%
-89.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.9% | -2.8% |
| 7D | -5.6% | +5.4% | -11.0% | -7.6% |
| 30D | -4.4% | -2.7% | -1.8% | -3.6% |
| 3M | -17.3% | +4.5% | -21.9% | -19.3% |
| 6M | +22.6% | +42.2% | -19.6% | +5.3% |
| YTD | +31.1% | +61.3% | -30.1% | +6.4% |
| 1Y | +60.2% | +23.0% | +37.2% | +43.8% |
| 3Y | +35.8% | +156.3% | -120.5% | -10.8% |
| 5Y | +38.9% | +102.9% | -63.9% | -2.5% |
| All | +160.2% | +249.4% | -89.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling