+41.1%
KNX vs HDB
-38.6%
+79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -0.5% | -6.2% | +5.7% | +1.2% |
| 30D | +1.0% | -6.2% | +7.2% | +2.6% |
| 3M | -12.6% | -5.9% | -6.8% | -11.8% |
| 6M | +21.1% | -25.9% | +47.0% | +29.9% |
| YTD | +33.2% | -40.2% | +73.4% | +50.8% |
| 1Y | +67.8% | -38.0% | +105.8% | +87.7% |
| 3Y | +37.3% | -30.5% | +67.8% | +46.8% |
| 5Y | +41.1% | -38.1% | +79.2% | +44.0% |
| All | +41.1% | -38.6% | +79.7% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling