+132.3%
HON vs KNX
+166.7%
-34.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.5% | -5.6% | +2.1% | -2.0% |
| 30D | -13.8% | -4.4% | -9.3% | -12.8% |
| 3M | -11.7% | -17.3% | +5.6% | -7.6% |
| 6M | -18.7% | +22.6% | -41.4% | -24.0% |
| YTD | +0.2% | +31.1% | -30.9% | -8.3% |
| 1Y | -3.1% | +60.2% | -63.3% | -16.8% |
| 3Y | +17.0% | +35.8% | -18.8% | +2.5% |
| 5Y | +2.0% | +38.9% | -36.9% | -12.9% |
| All | +132.3% | +166.7% | -34.4% | +63.5% |
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