+38.7%
KNX vs USFR
+20.6%
+18.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.5% |
| 30D | -4.4% | +0.4% | -4.8% | -4.3% |
| 3M | -17.3% | +1.0% | -18.4% | -17.2% |
| 6M | +22.6% | +2.0% | +20.6% | +22.7% |
| YTD | +31.1% | +2.8% | +28.4% | +30.8% |
| 1Y | +60.2% | +4.1% | +56.1% | +58.9% |
| 3Y | +35.8% | +14.1% | +21.6% | +33.4% |
| All | +38.7% | +20.6% | +18.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling