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  • KNX vs FDS✓SelectedUSD · FDSKNX vs FDS performance historyLatest closeAs of-1.67%09/08
Stock and ETF performance explorer

KNX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,386.7%
FDS return
+9,090.7%
Excess return
-5,703.9%
Maximum drawdown
-60.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-1.7%-4.3%+2.6%-0.4%
7D+6.4%-5.4%+11.8%+8.0%
30D+1.4%+1.6%-0.2%+0.7%
3M-12.0%+17.7%-29.8%-17.2%
6M+25.2%+29.1%-3.9%+13.3%
YTD+36.6%+1.0%+35.6%+32.2%
1Y+67.6%-21.6%+89.2%+74.0%
3Y+40.8%-30.1%+70.9%+50.7%
5Y+43.3%-20.7%+64.1%+46.9%
10Y+170.1%+78.3%+91.8%+112.5%
All+3,386.7%+9,090.7%-5,703.9%+1,210.0%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling