+35.8%
KNX vs FLR
+54.2%
-18.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -5.6% | -3.5% | -2.1% | -5.0% |
| 30D | -4.4% | +4.2% | -8.6% | -5.2% |
| 3M | -17.3% | +8.1% | -25.4% | -19.1% |
| 6M | +22.6% | +21.5% | +1.1% | +16.2% |
| YTD | +31.1% | +36.8% | -5.6% | +21.2% |
| 1Y | +60.2% | +31.2% | +29.0% | +48.1% |
| 3Y | +35.8% | +53.9% | -18.1% | +11.6% |
| All | +35.8% | +54.2% | -18.4% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling