+13,900.3%
FICO vs KNX
+4,671.9%
+9,228.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.4% |
| 7D | +2.2% | +9.2% | -7.0% | 0.0% |
| 30D | +0.1% | +0.9% | -0.9% | -0.2% |
| 3M | -35.2% | -12.7% | -22.4% | -33.3% |
| 6M | -32.4% | +7.3% | -39.7% | -34.1% |
| YTD | -57.4% | +23.1% | -80.5% | -60.0% |
| 1Y | -58.5% | +47.1% | -105.6% | -62.8% |
| 3Y | -28.9% | +33.3% | -62.1% | -35.9% |
| 5Y | +91.7% | +12.1% | +79.6% | +78.4% |
| 10Y | +531.9% | +106.9% | +425.0% | +389.7% |
| All | +13,900.3% | +4,671.9% | +9,228.4% | +8,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling