+2,653.6%
KNX vs FLR
+571.1%
+2,082.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.8% |
| 7D | -0.5% | -6.9% | +6.4% | +0.9% |
| 30D | +1.0% | +1.1% | -0.1% | +0.7% |
| 3M | -12.6% | +14.3% | -27.0% | -15.6% |
| 6M | +21.1% | +19.1% | +2.0% | +15.3% |
| YTD | +33.2% | +35.1% | -1.9% | +23.5% |
| 1Y | +67.8% | +29.5% | +38.3% | +56.0% |
| 3Y | +37.3% | +53.0% | -15.7% | +19.2% |
| 5Y | +41.1% | +238.9% | -197.8% | +0.4% |
| 10Y | +170.6% | +17.4% | +153.2% | +115.0% |
| All | +2,653.6% | +571.1% | +2,082.5% | +1,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling