+60.4%
HCA vs KNX
+34.6%
+25.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +5.4% | -5.6% | +11.0% | +5.8% |
| 30D | +3.0% | -4.4% | +7.4% | +3.2% |
| 3M | +13.0% | -17.3% | +30.3% | +14.5% |
| 6M | -20.3% | +22.6% | -42.9% | -22.2% |
| YTD | -8.2% | +31.1% | -39.4% | -11.3% |
| 1Y | +6.7% | +60.2% | -53.5% | +0.5% |
| 3Y | +60.4% | +35.8% | +24.6% | +56.3% |
| All | +60.4% | +34.6% | +25.8% | +56.3% |
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