+18,022.9%
FICO vs KNX
+5,284.4%
+12,738.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.8% | -20.5% | -17.6% |
| 7D | -19.2% | +7.4% | -26.6% | -20.7% |
| 30D | -14.6% | +2.0% | -16.6% | -15.2% |
| 3M | -20.1% | -7.9% | -12.2% | -18.8% |
| 6M | -36.3% | +14.4% | -50.7% | -38.9% |
| YTD | -44.9% | +38.9% | -83.8% | -49.7% |
| 1Y | -38.6% | +65.9% | -104.5% | -46.7% |
| 3Y | +4.0% | +35.8% | -31.9% | -6.8% |
| 5Y | +99.5% | +43.3% | +56.2% | +75.4% |
| 10Y | +604.7% | +179.6% | +425.1% | +410.5% |
| All | +18,022.9% | +5,284.4% | +12,738.5% | +10,117.6% |
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