+35.8%
KNX vs USHY
+27.0%
+8.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -5.6% | -0.7% | -4.9% | -3.6% |
| 30D | -4.4% | -0.7% | -3.7% | -2.4% |
| 3M | -17.3% | +0.1% | -17.4% | -17.3% |
| 6M | +22.6% | +1.8% | +20.9% | +17.0% |
| YTD | +31.1% | +1.8% | +29.4% | +25.4% |
| 1Y | +60.2% | +3.3% | +56.9% | +46.9% |
| 3Y | +35.8% | +27.0% | +8.8% | -21.4% |
| All | +35.8% | +27.0% | +8.7% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling