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  • FICO vs KNX✓SelectedUSD · KNXFICO vs KNX performance historyLatest closeAs of-16.68%09/04
Stock and ETF performance explorer

FICO vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+18,022.9%
KNX return
+5,284.4%
Excess return
+12,738.5%
Maximum drawdown
-79.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
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