+331.5%
KNX vs FN
+3,620.5%
-3,289.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.6% | +3.3% |
| 7D | +7.4% | -1.7% | +9.1% | +7.6% |
| 30D | +2.0% | -22.0% | +23.9% | +5.4% |
| 3M | -7.9% | -43.0% | +35.1% | -1.1% |
| 6M | +14.4% | -27.7% | +42.1% | +17.2% |
| YTD | +38.9% | -10.5% | +49.4% | +36.6% |
| 1Y | +65.9% | +12.5% | +53.4% | +56.2% |
| 3Y | +35.8% | +153.8% | -118.0% | +7.6% |
| 5Y | +43.3% | +288.0% | -244.7% | +3.4% |
| 10Y | +179.6% | +906.4% | -726.8% | +68.1% |
| All | +331.5% | +3,620.5% | -3,289.1% | +113.1% |
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 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