+271.2%
KNX vs USFR
+27.6%
+243.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | -14.1% | +1.0% | -15.1% | -14.5% |
| 6M | +19.8% | +1.9% | +17.8% | +18.9% |
| YTD | +32.7% | +2.7% | +30.1% | +31.4% |
| 1Y | +62.3% | +4.0% | +58.3% | +59.9% |
| 3Y | +36.8% | +14.0% | +22.8% | +30.0% |
| 5Y | +41.8% | +20.4% | +21.3% | +31.6% |
| 10Y | +169.7% | +28.0% | +141.7% | +145.5% |
| All | +271.2% | +27.6% | +243.6% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling