+164.3%
KNX vs FIVE
+483.6%
-319.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | -0.5% | +0.6% | -1.0% | -0.6% |
| 30D | +1.0% | +3.0% | -2.0% | +0.1% |
| 3M | -12.6% | +23.2% | -35.8% | -17.5% |
| 6M | +21.1% | +9.2% | +11.9% | +17.2% |
| YTD | +33.2% | +28.1% | +5.1% | +23.6% |
| 1Y | +67.8% | +65.3% | +2.5% | +45.4% |
| 3Y | +37.3% | +49.4% | -12.1% | +14.5% |
| 5Y | +41.1% | +29.5% | +11.6% | +17.8% |
| All | +164.3% | +483.6% | -319.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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