+44.6%
GFS vs KNX
+63.7%
-19.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -9.6% | +1.0% | -10.6% | -9.8% |
| 3M | -38.5% | -12.6% | -25.8% | -36.2% |
| 6M | -1.3% | +21.1% | -22.4% | -5.9% |
| YTD | +31.8% | +33.2% | -1.4% | +22.4% |
| 1Y | +44.6% | +67.8% | -23.2% | +23.1% |
| All | +44.6% | +63.7% | -19.1% | +23.1% |
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 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