+160.2%
KNX vs GAP
+31.2%
+129.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.1% |
| 7D | -5.6% | -4.1% | -1.5% | -4.8% |
| 30D | -4.4% | +6.2% | -10.6% | -5.9% |
| 3M | -17.3% | -0.7% | -16.6% | -17.8% |
| 6M | +22.6% | -7.1% | +29.7% | +23.0% |
| YTD | +31.1% | -14.1% | +45.2% | +33.6% |
| 1Y | +60.2% | -8.5% | +68.7% | +60.2% |
| 3Y | +35.8% | +115.4% | -79.6% | +7.4% |
| 5Y | +38.9% | +9.8% | +29.1% | +19.7% |
| All | +160.2% | +31.2% | +129.0% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling