+6,893.4%
URI vs KNX
+2,960.6%
+3,932.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | -0.1% |
| 7D | -2.0% | +7.4% | -9.4% | -5.1% |
| 30D | -12.9% | +2.0% | -14.9% | -13.9% |
| 3M | -6.7% | -7.9% | +1.1% | -3.9% |
| 6M | +19.0% | +14.4% | +4.6% | +10.7% |
| YTD | +25.5% | +38.9% | -13.4% | +6.6% |
| 1Y | +5.5% | +65.9% | -60.4% | -17.9% |
| 3Y | +111.3% | +35.8% | +75.5% | +77.3% |
| 5Y | +198.6% | +43.3% | +155.2% | +142.7% |
| 10Y | +1,179.9% | +179.6% | +1,000.3% | +650.5% |
| All | +6,893.4% | +2,960.6% | +3,932.8% | +2,061.1% |
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 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