+37.4%
KNX vs FFIV
+151.3%
-113.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -4.1% |
| 7D | +2.3% | +3.5% | -1.1% | +1.1% |
| 30D | +0.5% | -1.3% | +1.8% | +0.8% |
| 3M | -14.1% | +2.4% | -16.5% | -15.3% |
| 6M | +19.8% | +41.8% | -22.0% | +3.8% |
| YTD | +32.7% | +58.5% | -25.8% | +9.2% |
| 1Y | +62.3% | +24.3% | +38.0% | +46.7% |
| All | +37.4% | +151.3% | -113.9% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling