-37.1%
FIS vs KNX
+67.7%
-104.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.2% |
| 7D | +1.1% | +7.1% | -6.0% | +0.6% |
| 30D | -2.2% | +1.7% | -3.9% | -2.3% |
| 3M | +2.1% | -8.1% | +10.3% | +2.6% |
| 6M | -14.7% | +14.0% | -28.7% | -15.9% |
| YTD | -35.7% | +38.5% | -74.2% | -38.8% |
| 1Y | -37.1% | +65.4% | -102.5% | -41.1% |
| All | -37.1% | +67.7% | -104.8% | -41.1% |
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