+152.3%
HUM vs KNX
+166.7%
-14.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +2.1% | -5.6% | +7.6% | +3.3% |
| 30D | +5.4% | -4.4% | +9.8% | +6.3% |
| 3M | +11.4% | -17.3% | +28.7% | +15.8% |
| 6M | +141.5% | +22.6% | +118.9% | +127.9% |
| YTD | +61.2% | +31.1% | +30.0% | +49.5% |
| 1Y | +49.2% | +60.2% | -11.1% | +31.7% |
| 3Y | -9.0% | +35.8% | -44.8% | -18.1% |
| 5Y | +7.2% | +38.9% | -31.7% | -6.2% |
| All | +152.3% | +166.7% | -14.4% | +74.2% |
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 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