+251.3%
UAL vs KNX
+389.8%
-138.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +0.2% |
| 7D | +0.7% | +7.4% | -6.7% | -3.7% |
| 30D | -16.1% | +2.0% | -18.1% | -17.3% |
| 3M | +6.1% | -7.9% | +14.0% | +10.6% |
| 6M | +10.8% | +14.4% | -3.5% | 0.0% |
| YTD | -0.4% | +38.9% | -39.3% | -20.6% |
| 1Y | +5.0% | +65.9% | -60.9% | -26.2% |
| 3Y | +124.0% | +35.8% | +88.2% | +74.2% |
| 5Y | +141.0% | +43.3% | +97.6% | +75.2% |
| 10Y | +118.0% | +179.6% | -61.6% | -16.7% |
| All | +251.3% | +389.8% | -138.4% | -25.0% |
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