+72.4%
UBER vs KNX
+135.3%
-62.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -5.4% | -5.6% | +0.2% | -3.6% |
| 30D | -4.9% | -4.4% | -0.5% | -3.7% |
| 3M | +3.0% | -17.3% | +20.4% | +9.1% |
| 6M | -4.4% | +22.6% | -27.0% | -12.4% |
| YTD | -12.3% | +31.1% | -43.4% | -22.1% |
| 1Y | -24.3% | +60.2% | -84.5% | -38.3% |
| 3Y | +46.4% | +35.8% | +10.7% | +23.5% |
| 5Y | +79.7% | +38.9% | +40.8% | +48.6% |
| All | +72.4% | +135.3% | -62.9% | +12.9% |
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