+65.9%
KNX vs GDDY
-29.3%
+95.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.0% |
| 7D | +7.4% | +3.7% | +3.7% | +6.9% |
| 30D | +2.0% | +10.4% | -8.4% | +0.6% |
| 3M | -7.9% | +19.4% | -27.3% | -10.4% |
| 6M | +14.4% | +14.3% | +0.1% | +11.9% |
| YTD | +38.9% | -18.4% | +57.3% | +54.9% |
| 1Y | +65.9% | -30.1% | +96.0% | +98.8% |
| All | +65.9% | -29.3% | +95.2% | +98.8% |
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