+289.4%
HPE vs KNX
+34.6%
+254.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +14.0% | +13.0% |
| 7D | +19.4% | -5.6% | +25.0% | +21.8% |
| 30D | +5.6% | -4.4% | +10.0% | +7.1% |
| 3M | +33.1% | -17.3% | +50.4% | +42.1% |
| 6M | +192.5% | +22.6% | +169.8% | +168.4% |
| YTD | +160.9% | +31.1% | +129.8% | +132.9% |
| 1Y | +155.0% | +60.2% | +94.8% | +108.9% |
| 3Y | +289.4% | +35.8% | +253.7% | +248.7% |
| All | +289.4% | +34.6% | +254.8% | +248.7% |
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 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