+348.4%
FIS vs KNX
+1,730.0%
-1,381.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.5% |
| 7D | -3.5% | +6.4% | -9.8% | -5.0% |
| 30D | -7.8% | +1.4% | -9.2% | -8.3% |
| 3M | +0.8% | -12.0% | +12.9% | +3.8% |
| 6M | -21.9% | +25.2% | -47.1% | -27.5% |
| YTD | -39.5% | +36.6% | -76.1% | -45.3% |
| 1Y | -41.0% | +67.6% | -108.6% | -49.9% |
| 3Y | -23.6% | +40.8% | -64.4% | -33.5% |
| 5Y | -65.6% | +43.3% | -109.0% | -70.6% |
| 10Y | -40.2% | +170.1% | -210.3% | -59.3% |
| All | +348.4% | +1,730.0% | -1,381.6% | +105.9% |
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