+35.8%
KNX vs FTV
-5.2%
+41.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -5.6% | -4.0% | -1.6% | -3.4% |
| 30D | -4.4% | -11.0% | +6.6% | +2.1% |
| 3M | -17.3% | -8.4% | -8.9% | -13.8% |
| 6M | +22.6% | -2.6% | +25.2% | +22.2% |
| YTD | +31.1% | -0.6% | +31.8% | +27.6% |
| 1Y | +60.2% | +11.0% | +49.3% | +44.0% |
| 3Y | +35.8% | -6.3% | +42.1% | +35.5% |
| All | +35.8% | -5.2% | +41.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling