+213.2%
KNX vs FWONK
+276.9%
-63.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -4.4% | -7.7% | +3.3% | -2.7% |
| 3M | -17.3% | +5.7% | -23.0% | -18.7% |
| 6M | +22.6% | +13.5% | +9.2% | +18.4% |
| YTD | +31.1% | -3.0% | +34.1% | +31.2% |
| 1Y | +60.2% | -6.4% | +66.6% | +61.4% |
| 3Y | +35.8% | +43.8% | -8.1% | +22.0% |
| 5Y | +38.9% | +98.6% | -59.7% | +14.0% |
| 10Y | +166.5% | +340.0% | -173.5% | +69.8% |
| All | +213.2% | +276.9% | -63.7% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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