+170.5%
GM vs KNX
+34.6%
+135.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.1% |
| 7D | -2.4% | -5.6% | +3.1% | -0.6% |
| 30D | -1.1% | -4.4% | +3.3% | +0.3% |
| 3M | +6.1% | -17.3% | +23.4% | +12.5% |
| 6M | +15.0% | +22.6% | -7.7% | +6.0% |
| YTD | +6.0% | +31.1% | -25.2% | -5.1% |
| 1Y | +47.1% | +60.2% | -13.1% | +21.5% |
| 3Y | +170.5% | +35.8% | +134.7% | +134.2% |
| All | +170.5% | +34.6% | +135.9% | +134.2% |
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