+35.8%
KNX vs FND
-50.3%
+86.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -5.6% | -5.8% | +0.2% | -3.7% |
| 30D | -4.4% | -20.2% | +15.8% | +3.0% |
| 3M | -17.3% | -12.0% | -5.4% | -14.5% |
| 6M | +22.6% | -18.5% | +41.1% | +29.2% |
| YTD | +31.1% | -22.3% | +53.4% | +39.9% |
| 1Y | +60.2% | -47.6% | +107.8% | +96.6% |
| 3Y | +35.8% | -49.8% | +85.5% | +60.4% |
| All | +35.8% | -50.3% | +86.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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