+14,068.7%
FICO vs KNX
+4,566.4%
+9,502.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.1% |
| YTD | -56.9% | +20.4% | -77.3% | -59.3% |
| 1Y | -59.5% | +42.4% | -101.9% | -63.3% |
| 3Y | -26.9% | +30.1% | -56.9% | -33.7% |
| 5Y | +92.9% | +11.7% | +81.2% | +79.8% |
| 10Y | +539.5% | +102.3% | +437.2% | +398.3% |
| All | +14,068.7% | +4,566.4% | +9,502.2% | +8,150.6% |
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 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