+65.9%
KNX vs USHY
+4.6%
+61.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.9% |
| 7D | +7.4% | -0.1% | +7.5% | +7.9% |
| 30D | +2.0% | +0.1% | +1.9% | +1.8% |
| 3M | -7.9% | +0.8% | -8.7% | -10.2% |
| 6M | +14.4% | +1.7% | +12.6% | +8.9% |
| YTD | +38.9% | +2.5% | +36.4% | +29.6% |
| 1Y | +65.9% | +4.4% | +61.5% | +47.2% |
| All | +65.9% | +4.6% | +61.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling