+40.9%
KNX vs FIGR
-41.8%
+82.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.9% |
| 7D | +2.5% | -1.3% | +3.8% | +2.5% |
| 30D | -4.4% | -17.6% | +13.2% | -3.7% |
| 3M | -12.7% | -16.7% | +4.0% | -12.0% |
| 6M | +0.9% | -36.1% | +37.0% | +2.3% |
| YTD | +20.3% | -43.6% | +64.0% | +21.6% |
| 1Y | +40.9% | -39.8% | +80.8% | +43.3% |
| All | +40.9% | -41.8% | +82.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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