+4,711.0%
KNX vs GAP
+730.8%
+3,980.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -1.8% |
| 7D | +2.3% | -3.2% | +5.5% | +3.1% |
| 30D | +0.5% | -0.7% | +1.2% | +0.2% |
| 3M | -14.1% | -0.5% | -13.7% | -14.7% |
| 6M | +19.8% | -5.0% | +24.7% | +19.5% |
| YTD | +32.7% | -14.7% | +47.4% | +35.6% |
| 1Y | +62.3% | -8.6% | +71.0% | +62.3% |
| 3Y | +36.8% | +108.4% | -71.5% | +6.5% |
| 5Y | +41.8% | +5.8% | +36.0% | +21.7% |
| 10Y | +169.7% | +29.6% | +140.0% | +91.2% |
| All | +4,711.0% | +730.8% | +3,980.2% | +2,324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling