+6,506.6%
GD vs KNX
+5,284.4%
+1,222.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -2.4% |
| 7D | -5.3% | +7.4% | -12.6% | -6.4% |
| 30D | -6.4% | +2.0% | -8.4% | -6.8% |
| 3M | +5.7% | -7.9% | +13.6% | +6.8% |
| 6M | -0.9% | +14.4% | -15.3% | -4.1% |
| YTD | +8.2% | +38.9% | -30.7% | +1.1% |
| 1Y | +13.4% | +65.9% | -52.5% | +2.4% |
| 3Y | +68.5% | +35.8% | +32.7% | +55.1% |
| 5Y | +97.2% | +43.3% | +53.8% | +77.5% |
| 10Y | +190.2% | +179.6% | +10.6% | +127.4% |
| All | +6,506.6% | +5,284.4% | +1,222.1% | +3,769.1% |
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