-22.0%
GFS vs KNX
+36.2%
-58.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.1% |
| 7D | +4.5% | +2.3% | +2.2% | +3.4% |
| 30D | -8.2% | +0.5% | -8.7% | -8.4% |
| 3M | -38.9% | -14.1% | -24.7% | -35.0% |
| 6M | -2.9% | +19.8% | -22.6% | -10.4% |
| YTD | +31.8% | +32.7% | -1.0% | +15.3% |
| 1Y | +43.1% | +62.3% | -19.2% | +13.0% |
| All | -22.0% | +36.2% | -58.2% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling