+4,475.4%
KNX vs HIG
+986.1%
+3,489.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -4.4% | -0.4% | -4.1% | -4.4% |
| 3M | -17.3% | +6.7% | -24.0% | -18.4% |
| 6M | +22.6% | +2.0% | +20.7% | +22.0% |
| YTD | +31.1% | +0.3% | +30.9% | +30.8% |
| 1Y | +60.2% | +4.2% | +56.0% | +58.6% |
| 3Y | +35.8% | +102.2% | -66.5% | +19.7% |
| 5Y | +38.9% | +118.5% | -79.6% | +20.7% |
| 10Y | +166.5% | +311.1% | -144.7% | +102.7% |
| All | +4,475.4% | +986.1% | +3,489.3% | +2,633.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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