+1,215.5%
KNX vs HDB
+3,694.0%
-2,478.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -0.8% |
| 7D | +6.4% | -2.0% | +8.4% | +7.0% |
| 30D | +1.4% | -4.9% | +6.3% | +2.7% |
| 3M | -12.0% | -2.3% | -9.7% | -11.9% |
| 6M | +25.2% | -23.7% | +48.9% | +34.0% |
| YTD | +36.6% | -38.5% | +75.1% | +55.2% |
| 1Y | +67.6% | -36.5% | +104.1% | +88.3% |
| 3Y | +40.8% | -28.5% | +69.3% | +50.7% |
| 5Y | +43.3% | -37.4% | +80.7% | +56.8% |
| 10Y | +170.1% | +34.0% | +136.0% | +126.8% |
| All | +1,215.5% | +3,694.0% | -2,478.5% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling