+2,064.0%
GS vs KNX
+2,194.0%
-129.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -1.3% |
| 7D | +0.9% | +7.4% | -6.4% | -1.6% |
| 30D | -1.6% | +2.0% | -3.5% | -2.4% |
| 3M | -4.5% | -7.9% | +3.4% | -2.2% |
| 6M | +20.9% | +14.4% | +6.5% | +13.7% |
| YTD | +19.9% | +38.9% | -19.0% | +4.7% |
| 1Y | +41.4% | +65.9% | -24.5% | +14.6% |
| 3Y | +239.2% | +35.8% | +203.3% | +189.9% |
| 5Y | +185.0% | +43.3% | +141.7% | +134.0% |
| 10Y | +655.0% | +179.6% | +475.3% | +356.1% |
| All | +2,064.0% | +2,194.0% | -129.9% | +621.3% |
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