-38.6%
FICO vs KNX
+67.7%
-106.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.5% | -20.2% | -17.3% |
| 7D | -19.2% | +7.1% | -26.2% | -20.4% |
| 30D | -14.6% | +1.7% | -16.3% | -15.0% |
| 3M | -20.1% | -8.1% | -12.0% | -19.0% |
| 6M | -36.3% | +14.0% | -50.4% | -38.7% |
| YTD | -44.9% | +38.5% | -83.4% | -48.3% |
| 1Y | -38.6% | +65.4% | -104.0% | -41.1% |
| All | -38.6% | +67.7% | -106.3% | -41.1% |
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 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