+65.4%
KNX vs FLR
+31.2%
+34.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | +7.1% | +5.4% | +1.6% | +6.2% |
| 30D | +1.7% | +11.4% | -9.7% | 0.0% |
| 3M | -8.1% | +11.4% | -19.5% | -10.0% |
| 6M | +14.0% | +16.6% | -2.6% | +9.8% |
| YTD | +38.5% | +41.7% | -3.2% | +30.9% |
| 1Y | +65.4% | +35.4% | +30.0% | +55.4% |
| All | +65.4% | +31.2% | +34.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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