+700.9%
GLD vs KNX
+453.3%
+247.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | +0.1% |
| 7D | -4.6% | +9.2% | -13.8% | -4.6% |
| 30D | -5.5% | +0.9% | -6.4% | -5.5% |
| 3M | -10.9% | -12.7% | +1.8% | -10.9% |
| 6M | -17.4% | +7.3% | -24.8% | -17.4% |
| YTD | -10.3% | +23.1% | -33.4% | -10.3% |
| 1Y | -7.2% | +47.1% | -54.2% | -7.1% |
| 3Y | +96.9% | +33.3% | +63.7% | +97.0% |
| 5Y | +103.8% | +12.1% | +91.6% | +103.8% |
| 10Y | +203.5% | +106.9% | +96.7% | +204.2% |
| All | +700.9% | +453.3% | +247.7% | +698.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling