+1,634.3%
KNX vs FTI
+2,107.5%
-473.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +2.3% | -2.3% | +4.7% | +2.9% |
| 30D | +0.5% | +5.0% | -4.6% | -0.6% |
| 3M | -14.1% | +13.8% | -28.0% | -16.7% |
| 6M | +19.8% | +22.9% | -3.1% | +13.8% |
| YTD | +32.7% | +75.0% | -42.3% | +16.7% |
| 1Y | +62.3% | +96.9% | -34.6% | +38.3% |
| 3Y | +36.8% | +276.7% | -239.9% | -1.2% |
| 5Y | +41.8% | +1,157.0% | -1,115.3% | -26.0% |
| 10Y | +169.7% | +310.7% | -141.0% | +61.0% |
| All | +1,634.3% | +2,107.5% | -473.2% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling