+262.2%
UMC vs KNX
+34.6%
+227.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.7% |
| 7D | +9.0% | -5.6% | +14.6% | +10.4% |
| 30D | +17.2% | -4.4% | +21.7% | +18.3% |
| 3M | +11.4% | -17.3% | +28.7% | +15.9% |
| 6M | +137.5% | +22.6% | +114.9% | +128.2% |
| YTD | +193.1% | +31.1% | +162.0% | +176.8% |
| 1Y | +240.3% | +60.2% | +180.1% | +206.4% |
| 3Y | +262.2% | +35.8% | +226.4% | +238.7% |
| All | +262.2% | +34.6% | +227.6% | +238.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling