+3,230.8%
FDX vs KNX
+5,284.4%
-2,053.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 6M | +5.0% | +14.4% | -9.3% | -0.1% |
| YTD | +39.6% | +38.9% | +0.7% | +24.4% |
| 1Y | +81.1% | +65.9% | +15.2% | +51.2% |
| 3Y | +63.0% | +35.8% | +27.2% | +43.4% |
| 5Y | +65.6% | +43.3% | +22.3% | +42.1% |
| 10Y | +183.4% | +179.6% | +3.7% | +92.0% |
| All | +3,230.8% | +5,284.4% | -2,053.6% | +1,213.1% |
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