-43.7%
KHC vs KNX
+188.5%
-232.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.7% |
| 7D | -4.8% | +2.3% | -7.1% | -5.2% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | +6.7% | -14.1% | +20.9% | +9.3% |
| 6M | +4.2% | +19.8% | -15.6% | +0.4% |
| YTD | +6.7% | +32.7% | -26.0% | +0.5% |
| 1Y | -1.4% | +62.3% | -63.7% | -11.0% |
| 3Y | -11.8% | +36.8% | -48.6% | -19.3% |
| 5Y | -13.4% | +41.8% | -55.1% | -23.1% |
| 10Y | -54.3% | +169.7% | -223.9% | -66.5% |
| All | -43.7% | +188.5% | -232.2% | -60.0% |
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