+1,573.3%
HWM vs KNX
+164.7%
+1,408.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.2% |
| 7D | -9.2% | +6.4% | -15.6% | -10.8% |
| 30D | -17.9% | +1.4% | -19.3% | -18.3% |
| 3M | -6.0% | -12.0% | +6.0% | -3.0% |
| 6M | -7.4% | +25.2% | -32.5% | -14.8% |
| YTD | +13.1% | +36.6% | -23.5% | +0.7% |
| 1Y | +29.3% | +67.6% | -38.3% | +6.7% |
| 3Y | +389.9% | +40.8% | +349.1% | +317.6% |
| 5Y | +655.5% | +43.3% | +612.2% | +529.1% |
| All | +1,573.3% | +164.7% | +1,408.6% | +948.9% |
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