-37.6%
GIS vs KNX
+34.6%
-72.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -6.4% | -5.6% | -0.8% | -6.2% |
| 30D | -6.1% | -4.4% | -1.7% | -6.0% |
| 3M | +7.8% | -17.3% | +25.2% | +8.5% |
| 6M | -8.8% | +22.6% | -31.4% | -9.5% |
| YTD | -19.1% | +31.1% | -50.3% | -20.0% |
| 1Y | -24.8% | +60.2% | -85.0% | -26.3% |
| 3Y | -37.6% | +35.8% | -73.3% | -38.2% |
| All | -37.6% | +34.6% | -72.1% | -38.2% |
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