+526.0%
KGC vs KNX
+34.6%
+491.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -5.6% | -5.6% | -0.1% | -5.3% |
| 30D | +6.1% | -4.4% | +10.6% | +6.4% |
| 3M | +17.3% | -17.3% | +34.7% | +18.5% |
| 6M | -10.3% | +22.6% | -32.9% | -11.2% |
| YTD | +3.9% | +31.1% | -27.3% | +2.6% |
| 1Y | +25.7% | +60.2% | -34.5% | +23.7% |
| 3Y | +526.0% | +35.8% | +490.2% | +554.4% |
| All | +526.0% | +34.6% | +491.4% | +554.4% |
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 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