+243.8%
HPQ vs KNX
+166.7%
+77.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.5% | +9.9% | +8.9% |
| 7D | +9.8% | -5.6% | +15.3% | +11.8% |
| 30D | +22.4% | -4.4% | +26.8% | +24.0% |
| 3M | +45.2% | -17.3% | +62.5% | +54.0% |
| 6M | +96.4% | +22.6% | +73.8% | +81.3% |
| YTD | +65.4% | +31.1% | +34.2% | +48.4% |
| 1Y | +31.6% | +60.2% | -28.6% | +9.3% |
| 3Y | +37.0% | +35.8% | +1.3% | +17.5% |
| 5Y | +53.0% | +38.9% | +14.1% | +29.0% |
| All | +243.8% | +166.7% | +77.1% | +129.5% |
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