+60.7%
FDX vs KNX
+36.7%
+24.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -3.3% | +1.0% | -4.3% | -4.0% |
| 3M | -2.0% | -12.6% | +10.7% | +3.4% |
| 6M | +8.0% | +21.1% | -13.0% | -1.4% |
| YTD | +35.0% | +33.2% | +1.8% | +17.8% |
| 1Y | +73.7% | +67.8% | +5.9% | +35.2% |
| All | +60.7% | +36.7% | +24.0% | +32.9% |
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 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