+256.9%
HL vs KNX
+166.7%
+90.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -4.4% | -5.6% | +1.2% | -2.9% |
| 30D | +9.3% | -4.4% | +13.7% | +10.4% |
| 3M | +32.0% | -17.3% | +49.3% | +38.1% |
| 6M | -6.4% | +22.6% | -29.1% | -12.5% |
| YTD | +3.1% | +31.1% | -28.0% | -5.3% |
| 1Y | +77.6% | +60.2% | +17.4% | +54.2% |
| 3Y | +392.8% | +35.8% | +357.1% | +337.4% |
| 5Y | +234.1% | +38.9% | +195.2% | +189.8% |
| All | +256.9% | +166.7% | +90.2% | +169.1% |
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