+680.0%
HST vs KNX
+5,194.7%
-4,514.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +2.0% | +6.4% | -4.4% | -0.2% |
| 30D | -5.2% | +1.4% | -6.6% | -5.9% |
| 3M | -6.2% | -12.0% | +5.8% | -2.6% |
| 6M | +20.4% | +25.2% | -4.7% | +10.3% |
| YTD | +30.6% | +36.6% | -6.0% | +15.8% |
| 1Y | +37.4% | +67.6% | -30.2% | +12.6% |
| 3Y | +66.1% | +40.8% | +25.3% | +41.6% |
| 5Y | +73.7% | +43.3% | +30.4% | +45.1% |
| 10Y | +99.8% | +170.1% | -70.3% | +26.4% |
| All | +680.0% | +5,194.7% | -4,514.7% | +260.5% |
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 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