+27.3%
KNX vs FLNC
-70.4%
+97.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.7% |
| 7D | -5.6% | -4.1% | -1.5% | -5.3% |
| 30D | -4.4% | -24.8% | +20.4% | -2.2% |
| 3M | -17.3% | -59.1% | +41.8% | -11.5% |
| 6M | +22.6% | -42.0% | +64.6% | +24.5% |
| YTD | +31.1% | -49.8% | +80.9% | +33.2% |
| 1Y | +60.2% | +43.1% | +17.1% | +43.1% |
| 3Y | +35.8% | -61.0% | +96.7% | +26.4% |
| All | +27.3% | -70.4% | +97.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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