+44.2%
KGC vs KNX
+67.7%
-23.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.7% |
| 7D | -1.3% | +7.1% | -8.3% | -2.0% |
| 30D | +20.3% | +1.7% | +18.6% | +19.9% |
| 3M | +8.1% | -8.1% | +16.2% | +8.8% |
| 6M | -8.8% | +14.0% | -22.8% | -10.8% |
| YTD | +10.1% | +38.5% | -28.4% | +7.7% |
| 1Y | +44.2% | +65.4% | -21.2% | +40.0% |
| All | +44.2% | +67.7% | -23.5% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling