+491.3%
KNX vs UVXY
-100.0%
+591.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.2% | -2.2% |
| 7D | -5.6% | +2.8% | -8.4% | -5.3% |
| 30D | -4.4% | -11.4% | +7.0% | -5.5% |
| 3M | -17.3% | -41.5% | +24.2% | -21.4% |
| 6M | +22.6% | -61.0% | +83.7% | +13.3% |
| YTD | +31.1% | -49.8% | +81.0% | +26.1% |
| 1Y | +60.2% | -66.4% | +126.6% | +49.5% |
| 3Y | +35.8% | -94.8% | +130.5% | +20.6% |
| 5Y | +38.9% | -99.7% | +138.6% | +3.6% |
| 10Y | +166.5% | -100.0% | +266.5% | +47.0% |
| All | +491.3% | -100.0% | +591.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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