+101.6%
JHX vs KNX
+166.7%
-65.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -6.3% | -5.6% | -0.7% | -4.5% |
| 30D | -7.7% | -4.4% | -3.3% | -6.4% |
| 3M | +19.2% | -17.3% | +36.5% | +26.6% |
| 6M | +38.3% | +22.6% | +15.6% | +28.2% |
| YTD | +37.2% | +31.1% | +6.1% | +24.2% |
| 1Y | +42.3% | +60.2% | -17.9% | +19.4% |
| 3Y | -4.4% | +35.8% | -40.2% | -16.3% |
| 5Y | -26.4% | +38.9% | -65.3% | -36.5% |
| All | +101.6% | +166.7% | -65.1% | +48.9% |
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 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