+335.9%
KNX vs URA
-52.4%
+388.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.7% |
| 7D | +9.2% | -1.5% | +10.8% | +9.6% |
| 30D | +0.9% | -10.4% | +11.3% | +3.2% |
| 3M | -12.7% | -29.6% | +16.9% | -6.3% |
| 6M | +7.3% | -40.3% | +47.6% | +18.5% |
| YTD | +23.1% | -25.5% | +48.6% | +28.0% |
| 1Y | +47.1% | -26.4% | +73.5% | +52.9% |
| 3Y | +33.3% | +31.4% | +1.8% | +16.0% |
| 5Y | +12.1% | +28.6% | -16.5% | -5.3% |
| 10Y | +106.9% | +260.9% | -154.0% | +22.5% |
| All | +335.9% | -52.4% | +388.2% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling