+2,243.5%
JHX vs KNX
+1,246.7%
+996.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -6.3% | -5.6% | -0.7% | -4.8% |
| 30D | -7.7% | -4.4% | -3.3% | -6.6% |
| 3M | +19.2% | -17.3% | +36.5% | +25.3% |
| 6M | +38.3% | +22.6% | +15.6% | +29.9% |
| YTD | +37.2% | +31.1% | +6.1% | +26.3% |
| 1Y | +42.3% | +60.2% | -17.9% | +23.0% |
| 3Y | -4.4% | +35.8% | -40.2% | -14.2% |
| 5Y | -26.4% | +38.9% | -65.3% | -34.8% |
| 10Y | +106.3% | +166.5% | -60.2% | +47.3% |
| All | +2,243.5% | +1,246.7% | +996.8% | +1,147.7% |
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