-20.1%
FICO vs KNX
-8.5%
-11.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.8% | -20.5% | -17.1% |
| 7D | -19.2% | +7.4% | -26.6% | -20.4% |
| 30D | -14.6% | +2.0% | -16.6% | -14.6% |
| 3M | -20.1% | -7.9% | -12.2% | -18.7% |
| All | -20.1% | -8.5% | -11.6% | -18.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling