+37.4%
KNX vs FIVE
+52.3%
-14.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.2% |
| 7D | +2.3% | +1.7% | +0.7% | +1.9% |
| 30D | +0.5% | +5.0% | -4.5% | -0.7% |
| 3M | -14.1% | +29.5% | -43.6% | -19.2% |
| 6M | +19.8% | +12.4% | +7.3% | +15.7% |
| YTD | +32.7% | +31.2% | +1.5% | +23.8% |
| 1Y | +62.3% | +72.9% | -10.5% | +42.2% |
| All | +37.4% | +52.3% | -14.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling