+238.8%
GS vs KNX
+36.2%
+202.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +2.4% | +2.3% | +0.1% | +1.6% |
| 30D | -0.1% | +0.5% | -0.5% | -0.4% |
| 3M | +0.2% | -14.1% | +14.3% | +5.1% |
| 6M | +24.8% | +19.8% | +5.0% | +15.2% |
| YTD | +18.8% | +32.7% | -14.0% | +5.0% |
| 1Y | +37.3% | +62.3% | -25.0% | +11.0% |
| All | +238.8% | +36.2% | +202.6% | +193.9% |
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 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