+79.1%
KNX vs USHY
+49.7%
+29.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -5.6% | -0.7% | -4.9% | -4.5% |
| 30D | -4.4% | -0.7% | -3.7% | -3.3% |
| 3M | -17.3% | +0.1% | -17.4% | -17.3% |
| 6M | +22.6% | +1.8% | +20.9% | +19.5% |
| YTD | +31.1% | +1.8% | +29.4% | +28.0% |
| 1Y | +60.2% | +3.3% | +56.9% | +52.8% |
| 3Y | +35.8% | +27.0% | +8.8% | -3.8% |
| 5Y | +38.9% | +21.0% | +17.9% | +6.2% |
| All | +79.1% | +49.7% | +29.3% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling