+76.7%
KNX vs FRMI
-78.1%
+154.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.6% |
| 7D | -5.6% | +7.4% | -13.0% | -5.7% |
| 30D | -4.4% | -27.6% | +23.2% | -4.0% |
| 3M | -17.3% | -20.9% | +3.5% | -17.2% |
| 6M | +22.6% | -36.6% | +59.2% | +21.0% |
| YTD | +31.1% | -31.3% | +62.4% | +30.2% |
| All | +76.7% | -78.1% | +154.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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