+65.4%
KNX vs GAP
+1.5%
+63.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +7.1% | -4.5% | +11.5% | +7.9% |
| 30D | +1.7% | +9.0% | -7.4% | -0.5% |
| 3M | -8.1% | +5.0% | -13.1% | -9.2% |
| 6M | +14.0% | -17.8% | +31.8% | +18.9% |
| YTD | +38.5% | -10.4% | +48.9% | +43.1% |
| 1Y | +65.4% | -3.4% | +68.8% | +69.6% |
| All | +65.4% | +1.5% | +63.9% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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