+250.1%
KNX vs FN
+2,887.5%
-2,637.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -3.5% |
| 7D | -3.9% | 0.0% | -3.8% | -4.3% |
| 30D | -8.2% | -34.3% | +26.1% | -3.1% |
| 3M | -15.4% | -39.9% | +24.4% | -10.2% |
| 6M | -8.6% | -51.8% | +43.2% | -0.9% |
| YTD | +12.7% | -28.1% | +40.9% | +13.2% |
| 1Y | +33.4% | -29.1% | +62.4% | +33.5% |
| 3Y | +19.6% | +102.4% | -82.8% | -3.0% |
| 5Y | +7.3% | +171.7% | -164.3% | -19.1% |
| 10Y | +118.1% | +773.5% | -655.4% | +32.9% |
| All | +250.1% | +2,887.5% | -2,637.4% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling