+409.4%
GE vs KNX
+37.6%
+371.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | -4.0% | -5.6% | +1.6% | -2.5% |
| 30D | -11.4% | -4.4% | -7.0% | -10.4% |
| 3M | -2.6% | -17.3% | +14.7% | +2.0% |
| 6M | -0.3% | +22.6% | -23.0% | -7.1% |
| YTD | +5.4% | +31.1% | -25.8% | -4.0% |
| 1Y | +15.5% | +60.2% | -44.7% | -1.7% |
| 3Y | +260.8% | +35.8% | +225.0% | +214.8% |
| All | +409.4% | +37.6% | +371.8% | +337.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling