+391.8%
KNX vs URA
-31.1%
+422.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +7.4% | +1.1% | +6.3% | +7.1% |
| 30D | +2.0% | +7.4% | -5.4% | +0.3% |
| 3M | -7.9% | -8.4% | +0.5% | -6.7% |
| 6M | +14.4% | -12.7% | +27.1% | +16.4% |
| YTD | +38.9% | +7.8% | +31.1% | +34.0% |
| 1Y | +65.9% | +19.5% | +46.4% | +54.3% |
| 3Y | +35.8% | +116.4% | -80.6% | +6.0% |
| 5Y | +43.3% | +134.3% | -90.9% | +4.6% |
| 10Y | +179.6% | +359.3% | -179.6% | +58.8% |
| All | +391.8% | -31.1% | +422.9% | +307.0% |
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