+37.4%
KNX vs FGI
-70.4%
+107.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.5% | -3.8% | +3.7% |
| 7D | +7.4% | +0.5% | +6.8% | +7.4% |
| 30D | +2.0% | +65.4% | -63.4% | +0.2% |
| 3M | -7.9% | +23.5% | -31.4% | -9.2% |
| 6M | +14.4% | +60.5% | -46.2% | +11.3% |
| YTD | +38.9% | +30.0% | +8.9% | +35.6% |
| 1Y | +65.9% | +82.1% | -16.2% | +59.3% |
| 3Y | +35.8% | -4.4% | +40.2% | +32.1% |
| All | +37.4% | -70.4% | +107.8% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling