+105.9%
USB vs KNX
+171.0%
-65.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +2.1% | +6.4% | -4.3% | -0.1% |
| 30D | -2.3% | +1.4% | -3.7% | -2.9% |
| 3M | +13.9% | -12.0% | +25.9% | +18.4% |
| 6M | +21.6% | +25.2% | -3.6% | +10.3% |
| YTD | +19.3% | +36.6% | -17.3% | +4.4% |
| 1Y | +33.6% | +67.6% | -34.0% | +7.3% |
| 3Y | +97.7% | +40.8% | +56.9% | +66.2% |
| 5Y | +40.4% | +43.3% | -2.9% | +15.8% |
| 10Y | +105.9% | +170.1% | -64.2% | +32.8% |
| All | +105.9% | +171.0% | -65.1% | +32.8% |
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