-25.6%
FIS vs KNX
+36.7%
-62.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -9.9% | +1.0% | -10.9% | -10.1% |
| 3M | 0.0% | -12.6% | +12.6% | +2.1% |
| 6M | -22.9% | +21.1% | -44.0% | -26.5% |
| YTD | -40.9% | +33.2% | -74.1% | -45.0% |
| 1Y | -40.4% | +67.8% | -108.2% | -47.8% |
| All | -25.6% | +36.7% | -62.3% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling