+1,923.5%
HUM vs KNX
+4,983.8%
-3,060.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | +2.1% | -5.6% | +7.6% | +2.9% |
| 30D | +5.4% | -4.4% | +9.8% | +6.0% |
| 3M | +11.4% | -17.3% | +28.7% | +14.1% |
| 6M | +141.5% | +22.6% | +118.9% | +133.2% |
| YTD | +61.2% | +31.1% | +30.0% | +54.1% |
| 1Y | +49.2% | +60.2% | -11.1% | +38.4% |
| 3Y | -9.0% | +35.8% | -44.8% | -14.5% |
| 5Y | +7.2% | +38.9% | -31.7% | -0.7% |
| 10Y | +152.7% | +166.5% | -13.8% | +111.0% |
| All | +1,923.5% | +4,983.8% | -3,060.2% | +1,393.2% |
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