+42.3%
KNX vs HTZ
-92.6%
+134.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.3% |
| 7D | -0.3% | -16.4% | +16.1% | +1.2% |
| 30D | -4.7% | -15.1% | +10.4% | -3.5% |
| 3M | -12.0% | -28.2% | +16.2% | -10.0% |
| 6M | -3.5% | -73.1% | +69.5% | +7.0% |
| YTD | +18.6% | -68.3% | +86.9% | +27.9% |
| 1Y | +34.3% | -75.2% | +109.5% | +48.6% |
| 3Y | +28.8% | -81.1% | +109.9% | +37.7% |
| 5Y | +9.6% | -95.0% | +104.6% | +33.8% |
| All | +42.3% | -92.6% | +134.9% | +69.3% |
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