+207.2%
UMC vs KNX
+68.2%
+139.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +3.7% |
| 7D | +5.0% | +7.4% | -2.4% | +3.3% |
| 30D | +7.7% | +2.0% | +5.7% | +7.2% |
| 3M | +1.7% | -7.9% | +9.5% | +3.2% |
| 6M | +113.9% | +14.4% | +99.6% | +107.8% |
| YTD | +168.9% | +38.9% | +130.0% | +162.3% |
| 1Y | +207.2% | +65.9% | +141.3% | +190.6% |
| All | +207.2% | +68.2% | +139.0% | +190.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling