+8.6%
FICO vs KNX
+36.2%
-27.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.8% | +8.2% | +6.0% |
| 7D | -10.6% | +2.3% | -12.9% | -11.4% |
| 30D | -6.3% | +0.5% | -6.8% | -6.8% |
| 3M | -19.7% | -14.1% | -5.6% | -17.1% |
| 6M | -31.8% | +19.8% | -51.5% | -35.5% |
| YTD | -41.8% | +32.7% | -74.6% | -46.6% |
| 1Y | -36.4% | +62.3% | -98.8% | -45.2% |
| All | +8.6% | +36.2% | -27.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling