+1,162.1%
FITB vs KNX
+5,063.1%
-3,901.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -5.5% | +1.0% | -6.5% | -6.0% |
| 3M | +4.1% | -12.6% | +16.8% | +8.2% |
| 6M | +18.7% | +21.1% | -2.4% | +10.4% |
| YTD | +18.2% | +33.2% | -15.0% | +6.2% |
| 1Y | +23.7% | +67.8% | -44.1% | +2.3% |
| 3Y | +130.8% | +37.3% | +93.4% | +100.5% |
| 5Y | +69.8% | +41.1% | +28.7% | +45.6% |
| 10Y | +287.4% | +170.6% | +116.7% | +161.8% |
| All | +1,162.1% | +5,063.1% | -3,901.0% | +493.5% |
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