-12.0%
KNX vs GH
+25.5%
-37.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.4% | -2.1% | +8.5% | +6.5% |
| 30D | +1.4% | -4.5% | +5.8% | +1.9% |
| 3M | -12.0% | +28.9% | -40.9% | -13.4% |
| All | -12.0% | +25.5% | -37.6% | -13.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling