+17.0%
HON vs KNX
+34.6%
-17.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -3.5% | -5.6% | +2.1% | -2.4% |
| 30D | -13.8% | -4.4% | -9.3% | -13.1% |
| 3M | -11.7% | -17.3% | +5.6% | -8.7% |
| 6M | -18.7% | +22.6% | -41.4% | -22.9% |
| YTD | +0.2% | +31.1% | -30.9% | -6.3% |
| 1Y | -3.1% | +60.2% | -63.3% | -13.9% |
| 3Y | +17.0% | +35.8% | -18.8% | +8.3% |
| All | +17.0% | +34.6% | -17.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling