+1,649.3%
GE vs KNX
+5,045.1%
-3,395.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.1% |
| 7D | -1.2% | +2.3% | -3.6% | -1.8% |
| 30D | -11.3% | +0.5% | -11.7% | -11.5% |
| 3M | -1.4% | -14.1% | +12.7% | +1.8% |
| 6M | +1.2% | +19.8% | -18.6% | -4.0% |
| YTD | +5.9% | +32.7% | -26.8% | -2.4% |
| 1Y | +18.4% | +62.3% | -43.9% | +3.1% |
| 3Y | +271.0% | +36.8% | +234.1% | +230.6% |
| 5Y | +417.9% | +41.8% | +376.2% | +352.7% |
| 10Y | +152.0% | +169.7% | -17.7% | +82.2% |
| All | +1,649.3% | +5,045.1% | -3,395.8% | +742.9% |
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