+35.8%
GFS vs KNX
+67.7%
-31.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.4% |
| 7D | +1.0% | +7.1% | -6.1% | -1.3% |
| 30D | -8.6% | +1.7% | -10.3% | -9.1% |
| 3M | -46.5% | -8.1% | -38.4% | -45.3% |
| 6M | -4.8% | +14.0% | -18.9% | -8.9% |
| YTD | +29.7% | +38.5% | -8.9% | +18.8% |
| 1Y | +35.8% | +65.4% | -29.6% | +19.3% |
| All | +35.8% | +67.7% | -31.9% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling