+89.2%
USB vs KNX
+117.9%
-28.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +6.8% | -4.7% | +11.5% | +8.4% |
| 3M | -3.8% | -12.0% | +8.2% | +0.2% |
| 6M | +11.7% | -3.5% | +15.3% | +11.4% |
| YTD | +17.5% | +18.6% | -1.1% | +7.8% |
| 1Y | +33.8% | +34.3% | -0.5% | +17.0% |
| 3Y | +104.2% | +28.8% | +75.4% | +77.4% |
| 5Y | +26.4% | +9.6% | +16.8% | +14.2% |
| 10Y | +89.2% | +106.0% | -16.8% | +30.8% |
| All | +89.2% | +117.9% | -28.7% | +30.8% |
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