+40.9%
KNX vs USHY
+1.9%
+39.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -2.8% |
| 7D | +2.5% | -0.2% | +2.7% | +3.1% |
| 30D | -4.4% | +0.7% | -5.1% | -6.5% |
| 3M | -12.7% | -2.2% | -10.5% | -5.0% |
| 6M | +0.9% | -0.9% | +1.8% | +4.3% |
| YTD | +20.3% | +0.2% | +20.2% | +21.3% |
| 1Y | +40.9% | +1.7% | +39.2% | +32.3% |
| All | +40.9% | +1.9% | +39.1% | +32.3% |
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