+18.6%
KNX vs FGI
-70.0%
+88.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | -3.7% | -3.4% | -0.3% | -3.6% |
| 3M | -9.3% | +61.8% | -71.1% | -10.9% |
| 6M | -2.5% | +17.0% | -19.5% | -3.9% |
| YTD | +19.8% | +31.4% | -11.6% | +16.9% |
| 1Y | +37.3% | +42.7% | -5.4% | +33.2% |
| 3Y | +29.5% | -0.1% | +29.6% | +25.7% |
| All | +18.6% | -70.0% | +88.6% | +16.4% |
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