+69.1%
HL vs KNX
+4,983.8%
-4,914.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -4.4% | -5.6% | +1.2% | -3.2% |
| 30D | +9.3% | -4.4% | +13.7% | +10.2% |
| 3M | +32.0% | -17.3% | +49.3% | +36.9% |
| 6M | -6.4% | +22.6% | -29.1% | -11.1% |
| YTD | +3.1% | +31.1% | -28.0% | -3.4% |
| 1Y | +77.6% | +60.2% | +17.4% | +59.2% |
| 3Y | +392.8% | +35.8% | +357.1% | +349.4% |
| 5Y | +234.1% | +38.9% | +195.2% | +200.3% |
| 10Y | +264.5% | +166.5% | +98.0% | +177.1% |
| All | +69.1% | +4,983.8% | -4,914.7% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling