+223.3%
HOOD vs KNX
+47.7%
+175.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.2% |
| 7D | -7.8% | -5.6% | -2.2% | -4.8% |
| 30D | +18.6% | -4.4% | +23.0% | +22.0% |
| 3M | +22.1% | -17.3% | +39.4% | +34.6% |
| 6M | +43.1% | +22.6% | +20.4% | +24.1% |
| YTD | -0.5% | +31.1% | -31.6% | -18.2% |
| 1Y | -4.4% | +60.2% | -64.6% | -32.0% |
| 3Y | +938.5% | +35.8% | +902.7% | +693.1% |
| 5Y | +173.4% | +38.9% | +134.5% | +112.9% |
| All | +223.3% | +47.7% | +175.6% | +167.7% |
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 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