+35.8%
KNX vs GDDY
+30.8%
+5.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -5.1% |
| 30D | -4.4% | +6.8% | -11.2% | -5.8% |
| 3M | -17.3% | +30.5% | -47.8% | -22.6% |
| 6M | +22.6% | +13.3% | +9.3% | +17.8% |
| YTD | +31.1% | -21.0% | +52.1% | +37.8% |
| 1Y | +60.2% | -34.0% | +94.2% | +76.7% |
| 3Y | +35.8% | +33.1% | +2.7% | +13.7% |
| All | +35.8% | +30.8% | +5.0% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling