+4.5%
HD vs KNX
+41.5%
-36.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -13.1% | +1.0% | -14.1% | -13.7% |
| 3M | -3.4% | -12.6% | +9.2% | +0.5% |
| 6M | -12.6% | +21.1% | -33.6% | -19.3% |
| YTD | -9.2% | +33.2% | -42.4% | -19.5% |
| 1Y | -23.9% | +67.8% | -91.7% | -38.6% |
| 3Y | +0.4% | +37.3% | -36.9% | -15.1% |
| 5Y | +4.5% | +41.1% | -36.5% | -13.4% |
| All | +4.5% | +41.5% | -36.9% | -13.4% |
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 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