+36.3%
HBAN vs KNX
+37.6%
-1.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -1.0% | -5.6% | +4.6% | +1.3% |
| 30D | -5.6% | -4.4% | -1.2% | -4.1% |
| 3M | -1.1% | -17.3% | +16.2% | +6.2% |
| 6M | +9.9% | +22.6% | -12.7% | -0.9% |
| YTD | -0.9% | +31.1% | -32.1% | -13.9% |
| 1Y | -1.4% | +60.2% | -61.6% | -22.6% |
| 3Y | +78.2% | +35.8% | +42.5% | +47.5% |
| All | +36.3% | +37.6% | -1.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling