+74.4%
GD vs KNX
+42.9%
+31.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -2.2% |
| 7D | -5.3% | +7.4% | -12.6% | -6.0% |
| 30D | -6.4% | +2.0% | -8.4% | -6.7% |
| 3M | +5.7% | -7.9% | +13.6% | +6.5% |
| 6M | -0.9% | +14.4% | -15.3% | -3.3% |
| YTD | +8.2% | +38.9% | -30.7% | +2.1% |
| 1Y | +13.4% | +65.9% | -52.5% | +3.7% |
| All | +74.4% | +42.9% | +31.5% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling