-65.0%
FIS vs KNX
+37.6%
-102.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -7.9% | -5.6% | -2.3% | -6.6% |
| 30D | -8.0% | -4.4% | -3.6% | -7.0% |
| 3M | +0.6% | -17.3% | +17.9% | +5.1% |
| 6M | -22.2% | +22.6% | -44.8% | -27.5% |
| YTD | -40.8% | +31.1% | -71.9% | -46.2% |
| 1Y | -41.5% | +60.2% | -101.7% | -50.3% |
| 3Y | -25.5% | +35.8% | -61.2% | -35.3% |
| All | -65.0% | +37.6% | -102.6% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling