+62.3%
KNX vs FN
+12.8%
+49.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +2.3% | +5.8% | -3.5% | +1.8% |
| 30D | +0.5% | -20.6% | +21.1% | +2.5% |
| 3M | -14.1% | -28.6% | +14.5% | -11.9% |
| 6M | +19.8% | -20.7% | +40.5% | +21.3% |
| YTD | +32.7% | -8.1% | +40.9% | +33.0% |
| 1Y | +62.3% | +13.3% | +49.0% | +57.5% |
| All | +62.3% | +12.8% | +49.5% | +57.5% |
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