+116.3%
KNX vs FND
+54.9%
+61.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -0.5% | -5.1% | +4.6% | +0.9% |
| 30D | +1.0% | -22.5% | +23.5% | +8.1% |
| 3M | -12.6% | -5.0% | -7.6% | -12.1% |
| 6M | +21.1% | -21.5% | +42.6% | +27.5% |
| YTD | +33.2% | -23.0% | +56.2% | +40.6% |
| 1Y | +67.8% | -44.9% | +112.7% | +93.4% |
| 3Y | +37.3% | -50.0% | +87.3% | +58.0% |
| 5Y | +41.1% | -63.3% | +104.4% | +67.1% |
| All | +116.3% | +54.9% | +61.4% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling