+142.4%
GILD vs KNX
+37.6%
+104.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | -4.8% | -5.6% | +0.8% | -4.2% |
| 30D | +5.8% | -4.4% | +10.2% | +6.3% |
| 3M | +14.9% | -17.3% | +32.3% | +17.4% |
| 6M | -0.4% | +22.6% | -23.0% | -3.4% |
| YTD | +18.5% | +31.1% | -12.6% | +13.6% |
| 1Y | +25.1% | +60.2% | -35.1% | +16.1% |
| 3Y | +105.9% | +35.8% | +70.1% | +92.6% |
| All | +142.4% | +37.6% | +104.9% | +123.7% |
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