+35.8%
KNX vs GH
+363.0%
-327.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 3M | -17.3% | +20.2% | -37.6% | -19.6% |
| 6M | +22.6% | +78.8% | -56.2% | +12.8% |
| YTD | +31.1% | +54.1% | -22.9% | +22.6% |
| 1Y | +60.2% | +177.1% | -116.9% | +37.2% |
| 3Y | +35.8% | +371.6% | -335.9% | +2.8% |
| All | +35.8% | +363.0% | -327.3% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling