+102.1%
KNX vs HAS
+97.5%
+4.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.6% |
| 7D | +9.2% | +1.4% | +7.8% | +8.8% |
| 30D | +0.9% | +26.3% | -25.3% | -6.7% |
| 3M | -12.7% | +25.6% | -38.3% | -19.3% |
| 6M | +7.3% | +30.3% | -22.9% | -2.6% |
| YTD | +23.1% | +50.4% | -27.3% | +6.4% |
| 1Y | +47.1% | +57.7% | -10.7% | +25.1% |
| 3Y | +33.3% | +213.4% | -180.1% | -10.3% |
| 5Y | +12.1% | +49.1% | -37.0% | -7.2% |
| All | +102.1% | +97.5% | +4.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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