+130.5%
URI vs KNX
+36.2%
+94.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.2% | +2.8% |
| 7D | +5.0% | +2.3% | +2.7% | +3.6% |
| 30D | -9.4% | +0.5% | -9.9% | -9.9% |
| 3M | -5.8% | -14.1% | +8.3% | +1.1% |
| 6M | +25.8% | +19.8% | +6.1% | +12.3% |
| YTD | +27.9% | +32.7% | -4.8% | +7.5% |
| 1Y | +9.7% | +62.3% | -52.6% | -18.2% |
| All | +130.5% | +36.2% | +94.3% | +90.6% |
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 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