+59.3%
KNX vs HTZ
-90.6%
+149.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -2.3% |
| 7D | +2.3% | -10.4% | +12.7% | +3.4% |
| 30D | +0.5% | -2.4% | +2.8% | +0.2% |
| 3M | -14.1% | -60.9% | +46.7% | -7.7% |
| 6M | +19.8% | -50.2% | +70.0% | +24.0% |
| YTD | +32.7% | -59.7% | +92.5% | +40.6% |
| 1Y | +62.3% | -66.0% | +128.3% | +73.2% |
| 3Y | +36.8% | -87.1% | +123.9% | +58.9% |
| 5Y | +41.8% | -86.9% | +128.6% | +64.4% |
| All | +59.3% | -90.6% | +149.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling