+42.7%
KNX vs FN
+166.1%
-123.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.6% | +3.4% |
| 7D | +7.4% | -1.7% | +9.1% | +7.6% |
| 30D | +2.0% | -22.0% | +23.9% | +4.8% |
| 3M | -7.9% | -43.0% | +35.1% | -2.2% |
| 6M | +14.4% | -27.7% | +42.1% | +16.7% |
| YTD | +38.9% | -10.5% | +49.4% | +36.8% |
| 1Y | +65.9% | +12.5% | +53.4% | +56.6% |
| All | +42.7% | +166.1% | -123.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling