+133.9%
HL vs KNX
+67.7%
+66.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.4% |
| 7D | +1.5% | +7.1% | -5.6% | -0.3% |
| 30D | +25.1% | +1.7% | +23.4% | +24.4% |
| 3M | +22.9% | -8.1% | +31.0% | +25.1% |
| 6M | -4.9% | +14.0% | -18.9% | -9.1% |
| YTD | +7.8% | +38.5% | -30.7% | -3.9% |
| 1Y | +133.9% | +65.4% | +68.5% | +90.7% |
| All | +133.9% | +67.7% | +66.2% | +90.7% |
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 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