+38.7%
KNX vs FTI
+1,066.8%
-1,028.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.6% | -4.4% | -1.2% | -5.0% |
| 30D | -4.4% | +1.5% | -5.9% | -4.6% |
| 3M | -17.3% | +8.2% | -25.5% | -18.3% |
| 6M | +22.6% | +18.8% | +3.8% | +19.2% |
| YTD | +31.1% | +71.7% | -40.5% | +21.1% |
| 1Y | +60.2% | +90.0% | -29.8% | +45.6% |
| 3Y | +35.8% | +270.5% | -234.7% | +12.2% |
| All | +38.7% | +1,066.8% | -1,028.1% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling