+7.2%
GEHC vs KNX
+26.1%
-18.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -7.2% | -5.6% | -1.6% | -5.5% |
| 30D | -11.6% | -4.4% | -7.1% | -10.4% |
| 3M | -0.8% | -17.3% | +16.5% | +4.8% |
| 6M | -11.9% | +22.6% | -34.5% | -18.4% |
| YTD | -21.9% | +31.1% | -53.1% | -29.4% |
| 1Y | -17.8% | +60.2% | -78.0% | -30.7% |
| 3Y | -3.5% | +35.8% | -39.3% | -16.6% |
| All | +7.2% | +26.1% | -18.9% | -6.6% |
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