+160.2%
KNX vs URA
+346.2%
-185.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.9% |
| 7D | -5.6% | -5.5% | -0.1% | -4.6% |
| 30D | -4.4% | -3.7% | -0.7% | -3.8% |
| 3M | -17.3% | -2.9% | -14.4% | -17.2% |
| 6M | +22.6% | -15.2% | +37.9% | +25.2% |
| YTD | +31.1% | +1.9% | +29.3% | +28.4% |
| 1Y | +60.2% | +6.9% | +53.3% | +53.4% |
| 3Y | +35.8% | +99.6% | -63.9% | +9.9% |
| 5Y | +38.9% | +101.2% | -62.2% | +7.7% |
| All | +160.2% | +346.2% | -185.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling