+102.1%
KNX vs FN
+700.1%
-598.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +4.4% |
| 7D | +9.2% | +0.3% | +9.0% | +9.0% |
| 30D | +0.9% | -16.5% | +17.5% | +2.9% |
| 3M | -12.7% | -42.1% | +29.4% | -6.4% |
| 6M | +7.3% | -52.9% | +60.2% | +17.5% |
| YTD | +23.1% | -28.0% | +51.1% | +23.1% |
| 1Y | +47.1% | -18.5% | +65.6% | +43.2% |
| 3Y | +33.3% | +93.9% | -60.6% | +4.3% |
| 5Y | +12.1% | +170.5% | -158.4% | -20.7% |
| All | +102.1% | +700.1% | -598.0% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling