+45.3%
KNX vs GGLL
+313.5%
-268.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -0.5% | -5.8% | +5.3% | +0.3% |
| 30D | +1.0% | -7.2% | +8.2% | +2.0% |
| 3M | -12.6% | -17.5% | +4.9% | -11.2% |
| 6M | +21.1% | +5.1% | +16.0% | +17.6% |
| YTD | +33.2% | -1.3% | +34.5% | +30.4% |
| 1Y | +67.8% | +60.2% | +7.6% | +51.3% |
| 3Y | +37.3% | +230.8% | -193.5% | +3.0% |
| All | +45.3% | +313.5% | -268.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling