-56.4%
FICO vs KNX
+45.0%
-101.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +0.4% | +2.5% | -2.1% | -0.1% |
| 30D | +1.7% | -4.4% | +6.1% | +2.6% |
| 3M | -33.0% | -12.7% | -20.4% | -31.4% |
| 6M | -33.9% | +0.9% | -34.8% | -35.0% |
| YTD | -58.5% | +20.3% | -78.9% | -61.7% |
| 1Y | -56.4% | +40.9% | -97.3% | -60.8% |
| All | -56.4% | +45.0% | -101.3% | -60.8% |
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