+541.4%
FICO vs KNX
+105.1%
+436.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.6% |
| 7D | +2.2% | +9.2% | -7.0% | -0.6% |
| 30D | +0.1% | +0.9% | -0.9% | -0.3% |
| 3M | -35.2% | -12.7% | -22.4% | -32.8% |
| 6M | -32.4% | +7.3% | -39.7% | -34.7% |
| YTD | -57.4% | +23.1% | -80.5% | -61.0% |
| 1Y | -58.5% | +47.1% | -105.6% | -64.2% |
| 3Y | -28.9% | +33.3% | -62.1% | -38.5% |
| 5Y | +91.7% | +12.1% | +79.6% | +71.3% |
| All | +541.4% | +105.1% | +436.3% | +365.8% |
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 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