+141.6%
UAL vs KNX
+41.0%
+100.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.5% |
| 7D | -1.1% | +2.3% | -3.5% | -2.4% |
| 30D | -13.4% | +0.5% | -13.9% | -13.9% |
| 3M | -2.3% | -14.1% | +11.9% | +5.7% |
| 6M | +13.3% | +19.8% | -6.4% | +0.5% |
| YTD | -4.2% | +32.7% | -36.9% | -20.1% |
| 1Y | +1.4% | +62.3% | -60.9% | -25.8% |
| 3Y | +125.8% | +36.8% | +89.0% | +78.2% |
| All | +141.6% | +41.0% | +100.6% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling