-4.4%
HOOD vs KNX
+65.4%
-69.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.2% |
| 7D | -7.8% | -5.6% | -2.2% | -6.2% |
| 30D | +18.6% | -4.4% | +23.0% | +20.3% |
| 3M | +22.1% | -17.3% | +39.4% | +28.3% |
| 6M | +43.1% | +22.6% | +20.4% | +32.8% |
| YTD | -0.5% | +31.1% | -31.6% | -8.8% |
| 1Y | -4.4% | +60.2% | -64.6% | -18.0% |
| All | -4.4% | +65.4% | -69.8% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling