+2,994.8%
FISV vs KNX
+4,983.8%
-1,989.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +5.7% |
| 7D | -2.7% | -5.6% | +2.9% | -1.5% |
| 30D | 0.0% | -4.4% | +4.4% | +1.0% |
| 3M | -2.8% | -17.3% | +14.5% | +1.0% |
| 6M | -11.8% | +22.6% | -34.5% | -16.2% |
| YTD | -23.2% | +31.1% | -54.4% | -28.2% |
| 1Y | -62.0% | +60.2% | -122.2% | -66.2% |
| 3Y | -57.6% | +35.8% | -93.4% | -61.7% |
| 5Y | -53.4% | +38.9% | -92.3% | -58.5% |
| 10Y | +2.9% | +166.5% | -163.6% | -23.5% |
| All | +2,994.8% | +4,983.8% | -1,989.0% | +1,372.3% |
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