+188.9%
GS vs KNX
+41.9%
+147.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +3.4% | +6.4% | -3.0% | +1.1% |
| 30D | +0.2% | +1.4% | -1.2% | -0.4% |
| 3M | -0.3% | -12.0% | +11.7% | +3.8% |
| 6M | +27.4% | +25.2% | +2.2% | +15.6% |
| YTD | +19.6% | +36.6% | -16.9% | +4.5% |
| 1Y | +42.5% | +67.6% | -25.1% | +13.7% |
| 3Y | +240.4% | +40.8% | +199.6% | +184.7% |
| 5Y | +188.9% | +43.3% | +145.6% | +134.0% |
| All | +188.9% | +41.9% | +147.0% | +134.0% |
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