-30.1%
GFS vs KNX
+12.1%
-42.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -4.4% |
| 7D | +7.4% | +9.2% | -1.8% | +2.7% |
| 30D | -15.3% | +0.9% | -16.2% | -15.6% |
| 3M | -21.1% | -12.7% | -8.4% | -15.8% |
| 6M | -44.5% | +7.3% | -51.8% | -46.9% |
| YTD | +19.2% | +23.1% | -3.9% | +4.6% |
| 1Y | +27.2% | +47.1% | -19.8% | +1.2% |
| 3Y | -20.1% | +33.3% | -53.4% | -36.2% |
| All | -30.1% | +12.1% | -42.2% | -39.4% |
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 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