+65.4%
KNX vs FTI
+108.8%
-43.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +7.1% | +5.3% | +1.8% | +6.7% |
| 30D | +1.7% | +15.3% | -13.7% | +1.0% |
| 3M | -8.1% | +15.8% | -23.9% | -8.7% |
| 6M | +14.0% | +22.6% | -8.5% | +12.4% |
| YTD | +38.5% | +79.5% | -41.0% | +45.3% |
| 1Y | +65.4% | +102.0% | -36.6% | +83.3% |
| All | +65.4% | +108.8% | -43.3% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling