+35.8%
KNX vs FRSH
-46.4%
+82.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -6.6% | +1.0% | -4.4% |
| 30D | -4.4% | +2.1% | -6.5% | -5.1% |
| 3M | -17.3% | +29.0% | -46.3% | -21.9% |
| 6M | +22.6% | +48.6% | -26.0% | +11.7% |
| YTD | +31.1% | -2.9% | +34.1% | +30.1% |
| 1Y | +60.2% | -7.9% | +68.1% | +60.5% |
| 3Y | +35.8% | -46.5% | +82.3% | +42.0% |
| All | +35.8% | -46.4% | +82.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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