+160.2%
KNX vs FLR
+19.7%
+140.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -5.6% | -3.5% | -2.1% | -5.3% |
| 30D | -4.4% | +4.2% | -8.6% | -4.8% |
| 3M | -17.3% | +8.1% | -25.4% | -18.2% |
| 6M | +22.6% | +21.5% | +1.1% | +19.6% |
| YTD | +31.1% | +36.8% | -5.6% | +26.4% |
| 1Y | +60.2% | +31.2% | +29.0% | +54.6% |
| 3Y | +35.8% | +53.9% | -18.1% | +27.6% |
| 5Y | +38.9% | +243.0% | -204.1% | +22.0% |
| All | +160.2% | +19.7% | +140.5% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling