+81.9%
KNX vs USHY
+49.7%
+32.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.2% |
| 7D | -0.5% | -0.7% | +0.2% | +0.7% |
| 30D | +1.0% | -0.5% | +1.6% | +2.0% |
| 3M | -12.6% | +0.5% | -13.2% | -13.3% |
| 6M | +21.1% | +1.5% | +19.6% | +18.6% |
| YTD | +33.2% | +1.7% | +31.4% | +30.1% |
| 1Y | +67.8% | +3.5% | +64.2% | +59.4% |
| 3Y | +37.3% | +27.2% | +10.2% | -2.9% |
| 5Y | +41.1% | +21.0% | +20.1% | +7.9% |
| All | +81.9% | +49.7% | +32.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling