-53.1%
FISV vs KNX
+37.6%
-90.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +5.8% |
| 7D | -2.7% | -5.6% | +2.9% | -1.3% |
| 30D | 0.0% | -4.4% | +4.4% | +1.1% |
| 3M | -2.8% | -17.3% | +14.5% | +1.6% |
| 6M | -11.8% | +22.6% | -34.5% | -17.0% |
| YTD | -23.2% | +31.1% | -54.4% | -29.2% |
| 1Y | -62.0% | +60.2% | -122.2% | -67.0% |
| 3Y | -57.6% | +35.8% | -93.4% | -62.4% |
| All | -53.1% | +37.6% | -90.7% | -60.6% |
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