+65.4%
KNX vs HRB
+1.1%
+64.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +3.6% |
| 7D | +7.1% | -5.7% | +12.7% | +7.2% |
| 30D | +1.7% | +7.9% | -6.2% | +1.4% |
| 3M | -8.1% | +32.1% | -40.3% | -8.2% |
| 6M | +14.0% | +62.2% | -48.2% | +14.0% |
| YTD | +38.5% | +16.4% | +22.1% | +47.6% |
| 1Y | +65.4% | -0.3% | +65.7% | +77.3% |
| All | +65.4% | +1.1% | +64.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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