+177.5%
KNX vs FN
+886.0%
-708.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | +6.4% | +3.5% | +2.8% | +5.8% |
| 30D | +1.4% | -26.0% | +27.4% | +5.9% |
| 3M | -12.0% | -33.3% | +21.2% | -7.3% |
| 6M | +25.2% | -14.9% | +40.1% | +25.0% |
| YTD | +36.6% | -8.6% | +45.1% | +33.3% |
| 1Y | +67.6% | +12.3% | +55.3% | +56.4% |
| 3Y | +40.8% | +174.4% | -133.6% | +5.5% |
| 5Y | +43.3% | +296.4% | -253.1% | -3.5% |
| All | +177.5% | +886.0% | -708.5% | +45.1% |
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