+640.6%
HWM vs KNX
+41.5%
+599.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -12.5% | -0.5% | -12.0% | -12.4% |
| 30D | -19.0% | +1.0% | -20.0% | -19.3% |
| 3M | -8.6% | -12.6% | +4.0% | -5.5% |
| 6M | -10.2% | +21.1% | -31.2% | -16.5% |
| YTD | +11.3% | +33.2% | -21.9% | -0.1% |
| 1Y | +24.3% | +67.8% | -43.5% | +2.2% |
| 3Y | +382.3% | +37.3% | +344.9% | +314.6% |
| 5Y | +640.6% | +41.1% | +599.5% | +533.5% |
| All | +640.6% | +41.5% | +599.2% | +533.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling