+137.1%
GLD vs KNX
+41.5%
+95.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -1.1% | +1.0% | -2.2% | -1.2% |
| 3M | +5.8% | -12.6% | +18.5% | +6.0% |
| 6M | -17.1% | +21.1% | -38.1% | -17.2% |
| YTD | 0.0% | +33.2% | -33.2% | -0.1% |
| 1Y | +18.2% | +67.8% | -49.6% | +18.1% |
| 3Y | +122.6% | +37.3% | +85.3% | +122.5% |
| 5Y | +137.1% | +41.1% | +96.0% | +134.8% |
| All | +137.1% | +41.5% | +95.6% | +134.8% |
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