+65.4%
KNX vs HBM
+123.0%
-57.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +7.1% | -6.4% | +13.4% | +7.9% |
| 30D | +1.7% | +5.9% | -4.2% | +0.8% |
| 3M | -8.1% | -8.9% | +0.8% | -7.7% |
| 6M | +14.0% | +10.7% | +3.4% | +9.8% |
| YTD | +38.5% | +38.3% | +0.2% | +29.7% |
| 1Y | +65.4% | +121.3% | -55.9% | +52.8% |
| All | +65.4% | +123.0% | -57.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling