+1,559.5%
HWM vs KNX
+154.2%
+1,405.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.2% |
| 7D | -11.4% | -5.6% | -5.9% | -9.9% |
| 30D | -18.5% | -4.4% | -14.1% | -17.5% |
| 3M | -13.2% | -17.3% | +4.1% | -8.7% |
| 6M | -8.7% | +22.6% | -31.3% | -15.5% |
| YTD | +12.2% | +31.1% | -19.0% | +1.1% |
| 1Y | +24.9% | +60.2% | -35.3% | +4.5% |
| 3Y | +383.9% | +35.8% | +348.2% | +316.9% |
| 5Y | +646.1% | +38.9% | +607.2% | +527.0% |
| All | +1,559.5% | +154.2% | +1,405.3% | +952.6% |
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