+1,803.6%
GS vs KNX
+1,867.7%
-64.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +5.1% | +3.8% | +1.3% | +3.7% |
| 30D | +2.4% | -2.0% | +4.4% | +3.1% |
| 3M | -11.5% | -13.2% | +1.7% | -7.1% |
| 6M | -2.5% | +3.6% | -6.2% | -4.9% |
| YTD | +5.5% | +19.1% | -13.7% | -2.8% |
| 1Y | +11.0% | +39.5% | -28.5% | -3.5% |
| 3Y | +200.1% | +28.7% | +171.4% | +162.1% |
| 5Y | +154.7% | +8.5% | +146.2% | +131.4% |
| 10Y | +450.9% | +100.2% | +350.7% | +274.8% |
| All | +1,803.6% | +1,867.7% | -64.1% | +569.4% |
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