+4,711.0%
KNX vs HRB
+977.0%
+3,734.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.5% |
| 7D | +2.3% | -10.6% | +12.9% | +4.8% |
| 30D | +0.5% | -0.8% | +1.3% | +0.2% |
| 3M | -14.1% | +19.1% | -33.2% | -18.1% |
| 6M | +19.8% | +48.7% | -28.9% | +7.4% |
| YTD | +32.7% | +7.1% | +25.6% | +27.7% |
| 1Y | +62.3% | -8.3% | +70.7% | +61.6% |
| 3Y | +36.8% | +25.8% | +11.0% | +24.1% |
| 5Y | +41.8% | +111.1% | -69.3% | +11.5% |
| 10Y | +169.7% | +206.6% | -36.9% | +81.3% |
| All | +4,711.0% | +977.0% | +3,734.1% | +2,440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling