+41.8%
KNX vs HAS
+10.8%
+31.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | +2.3% | -4.8% | +7.2% | +4.2% |
| 30D | +0.5% | -5.1% | +5.6% | +2.3% |
| 3M | -14.1% | +6.4% | -20.5% | -16.5% |
| 6M | +19.8% | -5.6% | +25.4% | +21.1% |
| YTD | +32.7% | +11.0% | +21.8% | +26.2% |
| 1Y | +62.3% | +16.8% | +45.5% | +51.3% |
| 3Y | +36.8% | +44.0% | -7.2% | +15.8% |
| 5Y | +41.8% | +11.0% | +30.8% | +31.3% |
| All | +41.8% | +10.8% | +31.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling