+66.7%
KNX vs HTZ
-89.5%
+156.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.6% |
| 7D | +7.4% | +7.5% | -0.1% | +6.6% |
| 30D | +2.0% | +47.4% | -45.5% | -3.0% |
| 3M | -7.9% | -54.9% | +47.0% | -2.4% |
| 6M | +14.4% | -47.0% | +61.4% | +17.8% |
| YTD | +38.9% | -55.3% | +94.2% | +45.6% |
| 1Y | +65.9% | -57.6% | +123.5% | +72.7% |
| 3Y | +35.8% | -86.6% | +122.4% | +57.9% |
| 5Y | +43.3% | -86.1% | +129.5% | +64.8% |
| All | +66.7% | -89.5% | +156.3% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling