+103.2%
USB vs KNX
+42.9%
+60.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -1.5% |
| 7D | +1.4% | +7.4% | -5.9% | -0.9% |
| 30D | -1.3% | +2.0% | -3.3% | -2.1% |
| 3M | +15.2% | -7.9% | +23.1% | +17.7% |
| 6M | +18.8% | +14.4% | +4.5% | +11.8% |
| YTD | +21.0% | +38.9% | -17.9% | +5.5% |
| 1Y | +34.0% | +65.9% | -31.9% | +8.1% |
| All | +103.2% | +42.9% | +60.3% | +76.4% |
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