+4,711.0%
KNX vs HUBB
+39,048.4%
-34,337.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.8% |
| 7D | +2.3% | +1.1% | +1.2% | +2.3% |
| 30D | +0.5% | -9.6% | +10.1% | +0.5% |
| 3M | -14.1% | -6.2% | -8.0% | -14.1% |
| 6M | +19.8% | -6.2% | +25.9% | +19.8% |
| YTD | +32.7% | +3.4% | +29.4% | +32.7% |
| 1Y | +62.3% | +5.3% | +57.0% | +62.2% |
| 3Y | +36.8% | +44.4% | -7.5% | +36.4% |
| 5Y | +41.8% | +152.4% | -110.6% | +40.8% |
| 10Y | +169.7% | +437.0% | -267.4% | +166.7% |
| All | +4,711.0% | +39,048.4% | -34,337.4% | +4,870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling