+165.2%
GD vs KNX
+105.1%
+60.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | +2.7% | +9.2% | -6.6% | +0.7% |
| 30D | +8.6% | +0.9% | +7.7% | +8.3% |
| 3M | -7.1% | -12.7% | +5.7% | -4.6% |
| 6M | +7.5% | +7.3% | +0.1% | +4.6% |
| YTD | +9.9% | +23.1% | -13.2% | +2.9% |
| 1Y | +7.6% | +47.1% | -39.5% | -3.6% |
| 3Y | +56.2% | +33.3% | +22.9% | +39.9% |
| 5Y | +100.6% | +12.1% | +88.5% | +83.8% |
| All | +165.2% | +105.1% | +60.1% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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