+124.4%
KNX vs GH
+467.1%
-342.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.6% | -2.5% | -3.1% | -5.3% |
| 30D | -4.4% | -4.7% | +0.3% | -4.0% |
| 3M | -17.3% | +20.2% | -37.6% | -19.2% |
| 6M | +22.6% | +78.8% | -56.2% | +14.5% |
| YTD | +31.1% | +54.1% | -22.9% | +24.2% |
| 1Y | +60.2% | +177.1% | -116.9% | +41.7% |
| 3Y | +35.8% | +371.6% | -335.9% | +9.7% |
| 5Y | +38.9% | +21.9% | +17.0% | +20.1% |
| All | +124.4% | +467.1% | -342.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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