+160.2%
KNX vs FTV
+80.7%
+79.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -5.6% | -4.0% | -1.6% | -3.6% |
| 30D | -4.4% | -11.0% | +6.6% | +1.6% |
| 3M | -17.3% | -8.4% | -8.9% | -13.9% |
| 6M | +22.6% | -2.6% | +25.2% | +22.9% |
| YTD | +31.1% | -0.6% | +31.8% | +29.2% |
| 1Y | +60.2% | +11.0% | +49.3% | +48.5% |
| 3Y | +35.8% | -6.3% | +42.1% | +36.9% |
| 5Y | +38.9% | -1.5% | +40.5% | +34.2% |
| All | +160.2% | +80.7% | +79.5% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling