+25.0%
HL vs KNX
+45.0%
-19.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.7% | +13.9% | +13.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | -12.1% | -4.4% | -7.7% | -11.1% |
| 3M | -2.8% | -12.7% | +9.8% | +0.2% |
| 6M | -14.9% | +0.9% | -15.8% | -15.4% |
| YTD | -22.0% | +20.3% | -42.4% | -27.9% |
| 1Y | +25.0% | +40.9% | -15.9% | +10.0% |
| All | +25.0% | +45.0% | -19.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling