+40.9%
KNX vs FN
-25.7%
+66.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.2% |
| 7D | +2.5% | -7.0% | +9.5% | +2.9% |
| 30D | -4.4% | -24.7% | +20.3% | -2.5% |
| 3M | -12.7% | -35.7% | +23.0% | -9.8% |
| 6M | +0.9% | -52.4% | +53.3% | +6.2% |
| YTD | +20.3% | -25.0% | +45.3% | +23.0% |
| 1Y | +40.9% | -25.7% | +66.6% | +43.7% |
| All | +40.9% | -25.7% | +66.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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