+35.8%
KNX vs GFI
+296.4%
-260.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -5.6% | -2.7% | -2.9% | -5.5% |
| 30D | -4.4% | +13.2% | -17.7% | -4.6% |
| 3M | -17.3% | +28.5% | -45.8% | -17.7% |
| 6M | +22.6% | -6.2% | +28.8% | +22.3% |
| YTD | +31.1% | +8.7% | +22.4% | +30.8% |
| 1Y | +60.2% | +24.8% | +35.4% | +60.1% |
| 3Y | +35.8% | +298.0% | -262.3% | +24.8% |
| All | +35.8% | +296.4% | -260.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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