+21.8%
KNX vs FGI
-74.8%
+96.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -25.2% | +28.5% | +3.7% |
| 7D | +9.2% | -14.4% | +23.6% | +9.4% |
| 30D | +0.9% | -11.8% | +12.7% | +1.0% |
| 3M | -12.7% | -46.2% | +33.5% | -12.0% |
| 6M | +7.3% | +5.2% | +2.1% | +5.8% |
| YTD | +23.1% | +10.5% | +12.6% | +20.3% |
| 1Y | +47.1% | +25.5% | +21.6% | +42.9% |
| 3Y | +33.3% | -16.0% | +49.3% | +29.6% |
| All | +21.8% | -74.8% | +96.6% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling