-37.8%
U vs KNX
+74.5%
-112.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.2% |
| 7D | +4.4% | +2.3% | +2.0% | +2.8% |
| 30D | -1.3% | +0.5% | -1.8% | -2.0% |
| 3M | +49.6% | -14.1% | +63.7% | +61.6% |
| 6M | +100.2% | +19.8% | +80.4% | +73.2% |
| YTD | -3.7% | +32.7% | -36.4% | -22.9% |
| 1Y | -6.5% | +62.3% | -68.8% | -36.2% |
| 3Y | +12.9% | +36.8% | -23.9% | -15.5% |
| 5Y | -68.3% | +41.8% | -110.0% | -76.1% |
| All | -37.8% | +74.5% | -112.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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