+41.1%
KNX vs FFIV
+95.0%
-53.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -1.2% |
| 30D | +1.0% | -3.7% | +4.8% | +2.3% |
| 3M | -12.6% | +2.0% | -14.6% | -13.9% |
| 6M | +21.1% | +39.3% | -18.2% | +4.7% |
| YTD | +33.2% | +56.1% | -22.9% | +9.1% |
| 1Y | +67.8% | +22.0% | +45.8% | +51.2% |
| 3Y | +37.3% | +148.2% | -110.9% | -10.6% |
| 5Y | +41.1% | +96.3% | -55.3% | -3.3% |
| All | +41.1% | +95.0% | -53.9% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling