+393.9%
KNX vs FIVE
+862.5%
-468.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.7% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | -3.3% | +17.4% | -20.7% | -6.9% |
| 3M | -8.7% | +7.0% | -15.7% | -10.4% |
| 6M | +1.3% | +20.5% | -19.2% | -3.8% |
| YTD | +20.4% | +33.1% | -12.7% | +11.4% |
| 1Y | +42.4% | +67.1% | -24.6% | +25.0% |
| 3Y | +30.1% | +41.9% | -11.8% | +11.6% |
| 5Y | +11.7% | +21.1% | -9.4% | -3.6% |
| 10Y | +102.3% | +518.8% | -416.5% | +21.7% |
| All | +393.9% | +862.5% | -468.6% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling