+219.6%
UPS vs KNX
+3,249.0%
-3,029.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -2.7% | +1.0% | -3.8% | -3.2% |
| 3M | -1.6% | -12.6% | +11.0% | +2.1% |
| 6M | +2.3% | +21.1% | -18.8% | -4.1% |
| YTD | +5.6% | +33.2% | -27.6% | -4.1% |
| 1Y | +27.1% | +67.8% | -40.7% | +7.1% |
| 3Y | -26.3% | +37.3% | -63.6% | -35.1% |
| 5Y | -34.5% | +41.1% | -75.6% | -43.2% |
| 10Y | +37.1% | +170.6% | -133.5% | -4.8% |
| All | +219.6% | +3,249.0% | -3,029.4% | +53.6% |
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 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