+21.1%
KNX vs UMAC
+488.3%
-467.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.4% |
| 7D | -0.5% | -4.0% | +3.5% | -0.4% |
| 30D | +1.0% | -9.4% | +10.4% | +1.1% |
| 3M | -12.6% | +3.0% | -15.6% | -13.0% |
| 6M | +21.1% | +27.2% | -6.1% | +19.0% |
| YTD | +33.2% | +84.7% | -51.5% | +29.4% |
| 1Y | +67.8% | +136.5% | -68.7% | +61.5% |
| All | +21.1% | +488.3% | -467.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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