+4.4%
HWM vs KNX
+45.0%
-40.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | +9.4% | +2.5% | +6.9% | +9.1% |
| 30D | -7.0% | -4.4% | -2.6% | -6.5% |
| 3M | -25.9% | -12.7% | -13.2% | -24.7% |
| 6M | -10.8% | +0.9% | -11.7% | -12.5% |
| YTD | +4.3% | +20.3% | -16.0% | +0.4% |
| 1Y | +4.4% | +40.9% | -36.6% | +1.2% |
| All | +4.4% | +45.0% | -40.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling