+7.6%
GD vs KNX
+45.3%
-37.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | 0.0% |
| 7D | +2.7% | +9.2% | -6.6% | +2.4% |
| 30D | +8.6% | +0.9% | +7.7% | +8.5% |
| 3M | -7.1% | -12.7% | +5.7% | -7.1% |
| 6M | +7.5% | +7.3% | +0.1% | +6.5% |
| YTD | +9.9% | +23.1% | -13.2% | +5.8% |
| 1Y | +7.6% | +47.1% | -39.5% | +1.5% |
| All | +7.6% | +45.3% | -37.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling