+28.8%
KNX vs FGI
0.0%
+28.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.2% |
| 7D | -0.3% | -1.4% | +1.0% | -0.3% |
| 30D | -4.7% | -3.2% | -1.5% | -4.7% |
| 3M | -12.0% | +64.1% | -76.1% | -13.3% |
| 6M | -3.5% | +17.2% | -20.7% | -4.7% |
| YTD | +18.6% | +31.6% | -13.0% | +16.3% |
| 1Y | +34.3% | +45.1% | -10.8% | +31.1% |
| 3Y | +28.8% | -2.0% | +30.8% | +28.2% |
| All | +28.8% | 0.0% | +28.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling