-51.1%
FIS vs KNX
+45.0%
-96.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.7% | -23.0% | -23.6% |
| 7D | -18.4% | +2.5% | -20.9% | -18.5% |
| 30D | -11.4% | -4.4% | -7.0% | -11.1% |
| 3M | -32.0% | -12.7% | -19.3% | -31.3% |
| 6M | -35.6% | +0.9% | -36.5% | -36.1% |
| YTD | -53.8% | +20.3% | -74.1% | -56.5% |
| 1Y | -51.1% | +40.9% | -92.0% | -55.1% |
| All | -51.1% | +45.0% | -96.0% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling