+35.0%
KNX vs GDDY
-11.2%
+46.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -4.7% |
| 7D | -2.7% | +13.4% | -16.2% | -3.7% |
| 30D | -8.0% | +22.3% | -30.3% | -9.5% |
| 3M | -15.8% | +30.9% | -46.7% | -17.9% |
| 6M | -3.0% | +37.3% | -40.3% | -5.9% |
| YTD | +14.7% | -3.2% | +17.9% | +30.3% |
| 1Y | +35.0% | -9.8% | +44.8% | +66.1% |
| All | +35.0% | -11.2% | +46.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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