+1,186.3%
URI vs KNX
+166.7%
+1,019.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | -2.1% | -5.6% | +3.5% | +1.0% |
| 30D | -12.4% | -4.4% | -8.0% | -10.4% |
| 3M | -7.3% | -17.3% | +10.1% | +2.1% |
| 6M | +27.2% | +22.6% | +4.6% | +11.5% |
| YTD | +23.0% | +31.1% | -8.2% | +3.3% |
| 1Y | +3.9% | +60.2% | -56.3% | -22.8% |
| 3Y | +121.6% | +35.8% | +85.9% | +76.2% |
| 5Y | +201.1% | +38.9% | +162.1% | +132.7% |
| All | +1,186.3% | +166.7% | +1,019.5% | +514.1% |
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