+102.2%
FICO vs KNX
+42.9%
+59.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -15.4% | +6.4% | -21.8% | -17.5% |
| 30D | -10.4% | +1.4% | -11.8% | -11.2% |
| 3M | -22.7% | -12.0% | -10.7% | -19.7% |
| 6M | -36.8% | +25.2% | -61.9% | -42.5% |
| YTD | -44.8% | +36.6% | -81.4% | -51.7% |
| 1Y | -39.3% | +67.6% | -106.9% | -51.6% |
| 3Y | +3.7% | +40.8% | -37.1% | -14.3% |
| All | +102.2% | +42.9% | +59.3% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling