+4,934.8%
KNX vs HAS
+1,350.8%
+3,584.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +7.4% | -1.8% | +9.2% | +7.9% |
| 30D | +2.0% | +2.3% | -0.3% | +1.2% |
| 3M | -7.9% | +10.4% | -18.2% | -10.8% |
| 6M | +14.4% | -3.2% | +17.6% | +14.7% |
| YTD | +38.9% | +15.4% | +23.5% | +32.3% |
| 1Y | +65.9% | +18.8% | +47.1% | +56.6% |
| 3Y | +35.8% | +43.9% | -8.1% | +19.2% |
| 5Y | +43.3% | +13.9% | +29.4% | +32.0% |
| 10Y | +179.6% | +56.4% | +123.2% | +122.6% |
| All | +4,934.8% | +1,350.8% | +3,584.0% | +2,357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling