+666.4%
HPE vs KNX
+204.0%
+462.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +1.5% | +1.0% | +0.5% | +1.1% |
| 3M | +21.7% | -12.6% | +34.4% | +27.1% |
| 6M | +164.2% | +21.1% | +143.1% | +145.1% |
| YTD | +132.1% | +33.2% | +98.9% | +107.7% |
| 1Y | +130.6% | +67.8% | +62.9% | +88.6% |
| 3Y | +244.1% | +37.3% | +206.8% | +196.1% |
| 5Y | +340.8% | +41.1% | +299.7% | +269.1% |
| 10Y | +500.2% | +170.6% | +329.6% | +279.1% |
| All | +666.4% | +204.0% | +462.4% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling