+183.1%
KNX vs FTV
+87.0%
+96.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | +2.3% | -1.3% | +3.6% | +3.0% |
| 30D | +0.5% | -9.5% | +10.0% | +5.8% |
| 3M | -14.1% | -10.9% | -3.2% | -9.4% |
| 6M | +19.8% | -0.6% | +20.4% | +18.9% |
| YTD | +32.7% | +1.4% | +31.3% | +29.4% |
| 1Y | +62.3% | +17.6% | +44.7% | +46.1% |
| 3Y | +36.8% | -3.3% | +40.1% | +35.8% |
| 5Y | +41.8% | -0.1% | +41.9% | +36.1% |
| 10Y | +169.7% | +82.5% | +87.2% | +112.2% |
| All | +183.1% | +87.0% | +96.1% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling