+633.1%
GS vs KNX
+170.9%
+462.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -1.7% | -0.5% | -1.3% | -1.6% |
| 30D | -0.9% | +1.0% | -2.0% | -1.4% |
| 3M | +2.3% | -12.6% | +15.0% | +6.8% |
| 6M | +23.4% | +21.1% | +2.4% | +13.6% |
| YTD | +17.7% | +33.2% | -15.5% | +4.0% |
| 1Y | +35.1% | +67.8% | -32.7% | +8.3% |
| 3Y | +234.9% | +37.3% | +197.6% | +183.7% |
| 5Y | +185.3% | +41.1% | +144.2% | +133.9% |
| All | +633.1% | +170.9% | +462.2% | +344.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling