+6,687.3%
GD vs KNX
+4,545.5%
+2,141.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | +10.9% | -3.7% | +14.6% | +11.5% |
| 3M | -6.8% | -9.3% | +2.5% | -5.5% |
| 6M | +7.0% | -2.5% | +9.5% | +6.6% |
| YTD | +11.1% | +19.8% | -8.7% | +6.3% |
| 1Y | +7.0% | +37.3% | -30.2% | 0.0% |
| 3Y | +59.9% | +29.5% | +30.5% | +48.5% |
| 5Y | +102.5% | +11.5% | +91.0% | +90.2% |
| 10Y | +174.0% | +106.0% | +68.1% | +125.3% |
| All | +6,687.3% | +4,545.5% | +2,141.8% | +3,969.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling