+648.3%
FICO vs KNX
+166.7%
+481.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | +5.7% | -5.6% | +11.3% | +7.5% |
| 30D | -5.6% | -4.4% | -1.2% | -4.7% |
| 3M | -16.9% | -17.3% | +0.5% | -12.3% |
| 6M | -15.4% | +22.6% | -38.1% | -21.8% |
| YTD | -41.7% | +31.1% | -72.9% | -47.4% |
| 1Y | -38.3% | +60.2% | -98.5% | -48.3% |
| 3Y | +8.9% | +35.8% | -26.9% | -6.3% |
| 5Y | +118.3% | +38.9% | +79.4% | +83.9% |
| All | +648.3% | +166.7% | +481.5% | +424.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling