-0.8%
GFS vs KNX
+32.4%
-33.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.3% |
| 7D | +4.5% | +2.3% | +2.2% | +3.2% |
| 30D | -8.2% | +0.5% | -8.7% | -8.5% |
| 3M | -38.9% | -14.1% | -24.7% | -34.2% |
| 6M | -2.9% | +19.8% | -22.6% | -12.2% |
| YTD | +31.8% | +32.7% | -1.0% | +11.5% |
| 1Y | +43.1% | +62.3% | -19.2% | +7.1% |
| 3Y | -20.6% | +36.8% | -57.5% | -37.3% |
| All | -0.8% | +32.4% | -33.2% | -17.1% |
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 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