+67.8%
KNX vs FIVE
+69.1%
-1.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | 0.0% |
| 3M | -12.6% | +23.2% | -35.8% | -17.8% |
| 6M | +21.1% | +9.2% | +11.9% | +17.0% |
| YTD | +33.2% | +28.1% | +5.1% | +22.3% |
| 1Y | +67.8% | +65.3% | +2.5% | +42.9% |
| All | +67.8% | +69.1% | -1.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling