Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FAST vs KNX✓SelectedUSD · KNXFAST vs KNX performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12,483.6%
KNX return
+5,284.4%
Excess return
+7,199.2%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
1D+0.8%+3.8%-3.0%-0.3%
7D-0.4%+7.4%-7.7%-2.3%
30D-0.8%+2.0%-2.7%-1.5%
3M+5.8%-7.9%+13.6%+7.7%
6M+8.0%+14.4%-6.4%+2.9%
YTD+25.6%+38.9%-13.3%+13.3%
1Y+0.8%+65.9%-65.1%-14.1%
3Y+86.1%+35.8%+50.3%+63.6%
5Y+100.2%+43.3%+56.9%+71.1%
10Y+494.2%+179.6%+314.6%+305.4%
All+12,483.6%+5,284.4%+7,199.2%+5,220.9%

Cumulative growth

Daily Returns

Daily percentage return beside KNX.

Daily Out/Under-Performance

Portfolio return minus KNX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × KNX 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 KNX 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