+106.2%
UAL vs KNX
+166.7%
-60.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.8% |
| 7D | -1.4% | -5.6% | +4.2% | +1.2% |
| 30D | -12.2% | -4.4% | -7.8% | -10.5% |
| 3M | -2.5% | -17.3% | +14.8% | +5.8% |
| 6M | +21.1% | +22.6% | -1.5% | +8.8% |
| YTD | -1.8% | +31.1% | -32.9% | -14.6% |
| 1Y | +0.4% | +60.2% | -59.8% | -21.1% |
| 3Y | +130.3% | +35.8% | +94.5% | +92.7% |
| 5Y | +147.7% | +38.9% | +108.8% | +102.8% |
| All | +106.2% | +166.7% | -60.5% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling