+6.1%
GD vs KNX
+40.4%
-34.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +9.5% | -3.3% | +12.8% | +9.5% |
| 3M | -5.8% | -8.7% | +2.9% | -5.8% |
| 6M | +7.7% | +1.3% | +6.4% | +7.0% |
| YTD | +11.1% | +20.4% | -9.3% | +6.6% |
| 1Y | +6.1% | +42.4% | -36.4% | -0.7% |
| All | +6.1% | +40.4% | -34.3% | -0.7% |
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