+4,653.7%
KNX vs GFI
+485.6%
+4,168.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 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