+81.1%
FDX vs KNX
+68.2%
+12.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -1.8% |
| 7D | -2.5% | +7.4% | -9.9% | -4.8% |
| 30D | +3.8% | +2.0% | +1.8% | +2.9% |
| 3M | -1.3% | -7.9% | +6.6% | +1.2% |
| 6M | +5.0% | +14.4% | -9.3% | +0.2% |
| YTD | +39.6% | +38.9% | +0.7% | +28.2% |
| 1Y | +81.1% | +65.9% | +15.2% | +61.5% |
| All | +81.1% | +68.2% | +12.9% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling