+91.5%
USB vs KNX
+19.4%
+72.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | 0.0% | -3.9% | +3.9% | +1.3% |
| 30D | +5.8% | -8.2% | +14.0% | +8.8% |
| 3M | -6.0% | -15.4% | +9.5% | -0.9% |
| 6M | +7.8% | -8.6% | +16.4% | +9.2% |
| YTD | +14.6% | +12.7% | +1.9% | +5.7% |
| 1Y | +31.8% | +33.4% | -1.6% | +13.2% |
| 3Y | +91.5% | +19.6% | +71.9% | +63.7% |
| All | +91.5% | +19.4% | +72.1% | +63.7% |
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