+1,135.8%
URI vs KNX
+105.1%
+1,030.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -3.1% |
| 7D | +6.7% | +9.2% | -2.5% | +1.7% |
| 30D | +8.9% | +0.9% | +7.9% | +8.2% |
| 3M | +0.5% | -12.7% | +13.2% | +7.7% |
| 6M | +20.7% | +7.3% | +13.3% | +13.7% |
| YTD | +40.0% | +23.1% | +16.9% | +21.7% |
| 1Y | +34.4% | +47.1% | -12.7% | +5.5% |
| 3Y | +149.5% | +33.3% | +116.2% | +101.5% |
| 5Y | +205.6% | +12.1% | +193.5% | +166.1% |
| All | +1,135.8% | +105.1% | +1,030.8% | +654.6% |
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 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