+65.4%
KNX vs HDB
-34.6%
+100.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +7.1% | +0.4% | +6.6% | +7.0% |
| 30D | +1.7% | -2.8% | +4.5% | +2.3% |
| 3M | -8.1% | -3.5% | -4.6% | -8.2% |
| 6M | +14.0% | -24.7% | +38.7% | +18.0% |
| YTD | +38.5% | -36.6% | +75.1% | +40.1% |
| 1Y | +65.4% | -34.4% | +99.8% | +64.5% |
| All | +65.4% | -34.6% | +100.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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