+74.1%
FDX vs KNX
+33.3%
+40.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | 0.0% |
| 7D | +5.2% | +9.2% | -4.0% | +1.1% |
| 30D | +11.3% | +0.9% | +10.3% | +10.7% |
| 3M | -4.1% | -12.7% | +8.6% | +1.5% |
| 6M | +9.6% | +7.3% | +2.3% | +4.7% |
| YTD | +40.9% | +23.1% | +17.8% | +25.5% |
| 1Y | +53.0% | +47.1% | +6.0% | +24.9% |
| 3Y | +74.1% | +33.3% | +40.8% | +44.7% |
| All | +74.1% | +33.3% | +40.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling