-28.0%
FICO vs KNX
+30.3%
-58.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | -1.5% | -3.3% | +1.8% | -0.8% |
| 3M | -29.8% | -8.7% | -21.1% | -28.6% |
| 6M | -33.3% | +1.3% | -34.6% | -34.3% |
| YTD | -56.9% | +20.4% | -77.3% | -59.8% |
| 1Y | -59.5% | +42.4% | -101.9% | -64.0% |
| All | -28.0% | +30.3% | -58.3% | -35.1% |
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 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