+32.4%
USB vs KNX
+40.4%
-8.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | +5.7% | -3.3% | +9.0% | +6.4% |
| 3M | -4.7% | -8.7% | +4.0% | -3.0% |
| 6M | +13.4% | +1.3% | +12.1% | +11.1% |
| YTD | +17.0% | +20.4% | -3.4% | +6.0% |
| 1Y | +32.4% | +42.4% | -10.1% | +10.0% |
| All | +32.4% | +40.4% | -8.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling