+65.4%
KNX vs FGI
+81.8%
-16.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.1% | +3.3% |
| 7D | +7.1% | +0.5% | +6.5% | +7.0% |
| 30D | +1.7% | +65.4% | -63.7% | -0.2% |
| 3M | -8.1% | +23.5% | -31.6% | -9.5% |
| 6M | +14.0% | +60.5% | -46.5% | +10.7% |
| YTD | +38.5% | +30.0% | +8.5% | +35.1% |
| 1Y | +65.4% | +82.1% | -16.6% | +57.6% |
| All | +65.4% | +81.8% | -16.4% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling