+206.4%
HD vs KNX
+166.7%
+39.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -3.8% | -5.6% | +1.7% | -2.1% |
| 30D | -9.4% | -4.4% | -5.0% | -8.3% |
| 3M | -4.6% | -17.3% | +12.7% | +0.7% |
| 6M | -10.1% | +22.6% | -32.7% | -16.7% |
| YTD | -8.3% | +31.1% | -39.5% | -17.2% |
| 1Y | -25.0% | +60.2% | -85.2% | -37.0% |
| 3Y | +1.5% | +35.8% | -34.2% | -12.2% |
| 5Y | +5.6% | +38.9% | -33.3% | -10.5% |
| All | +206.4% | +166.7% | +39.7% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling