+228.4%
UNH vs KNX
+166.7%
+61.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -2.1% |
| 7D | -4.5% | -5.6% | +1.0% | -3.5% |
| 30D | -6.5% | -4.4% | -2.1% | -5.8% |
| 3M | -6.0% | -17.3% | +11.3% | -2.7% |
| 6M | +33.7% | +22.6% | +11.0% | +27.1% |
| YTD | +16.4% | +31.1% | -14.8% | +9.0% |
| 1Y | +10.1% | +60.2% | -50.1% | -1.5% |
| 3Y | -16.3% | +35.8% | -52.1% | -24.0% |
| 5Y | +2.1% | +38.9% | -36.8% | -9.8% |
| All | +228.4% | +166.7% | +61.6% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling