+35.8%
KNX vs HUBB
+46.2%
-10.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.2% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -4.4% | -10.0% | +5.5% | -0.6% |
| 3M | -17.3% | -1.6% | -15.7% | -17.5% |
| 6M | +22.6% | -3.1% | +25.7% | +22.1% |
| YTD | +31.1% | +4.6% | +26.6% | +26.2% |
| 1Y | +60.2% | +3.3% | +56.9% | +54.3% |
| 3Y | +35.8% | +46.6% | -10.8% | +14.0% |
| All | +35.8% | +46.2% | -10.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling