-13.6%
KHC vs KNX
+37.6%
-51.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -1.0% | -5.6% | +4.6% | -0.5% |
| 30D | +1.9% | -4.4% | +6.3% | +2.3% |
| 3M | +3.2% | -17.3% | +20.5% | +5.0% |
| 6M | +10.0% | +22.6% | -12.7% | +7.6% |
| YTD | +6.7% | +31.1% | -24.5% | +3.4% |
| 1Y | -0.9% | +60.2% | -61.1% | -6.3% |
| 3Y | -13.6% | +35.8% | -49.3% | -17.6% |
| All | -13.6% | +37.6% | -51.2% | -19.4% |
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