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  • KNX vs GFI✓SelectedUSD · GFIKNX vs GFI performance historyLatest closeAs of-1.54%09/11
Stock and ETF performance explorer

KNX vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,653.7%
GFI return
+485.6%
Excess return
+4,168.1%
Maximum drawdown
-60.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-1.5%-1.3%-0.3%-1.5%
7D-5.6%-4.9%-0.7%-5.4%
30D-4.4%+10.7%-15.1%-4.8%
3M-17.3%+25.6%-43.0%-18.1%
6M+22.6%-8.3%+30.9%+22.6%
YTD+31.1%+6.3%+24.8%+30.3%
1Y+60.2%+22.1%+38.1%+58.1%
3Y+35.8%+289.2%-253.4%+27.1%
5Y+38.9%+531.7%-492.8%+26.4%
10Y+166.5%+1,043.8%-877.3%+129.8%
All+4,653.7%+485.6%+4,168.1%+3,944.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling