+160.2%
KNX vs HDB
+42.1%
+118.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.9% | -8.4% | -3.4% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -4.4% | +1.0% | -5.4% | -4.8% |
| 3M | -17.3% | -2.0% | -15.4% | -17.4% |
| 6M | +22.6% | -18.1% | +40.7% | +28.5% |
| YTD | +31.1% | -36.1% | +67.3% | +47.0% |
| 1Y | +60.2% | -34.0% | +94.3% | +77.6% |
| 3Y | +35.8% | -26.7% | +62.4% | +43.8% |
| 5Y | +38.9% | -33.9% | +72.8% | +48.8% |
| All | +160.2% | +42.1% | +118.2% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling