+127.1%
KNX vs GH
+486.6%
-359.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.5% | -2.6% | +3.1% | +0.7% |
| 3M | -14.1% | +25.1% | -39.2% | -16.4% |
| 6M | +19.8% | +78.5% | -58.7% | +11.9% |
| YTD | +32.7% | +59.4% | -26.6% | +25.2% |
| 1Y | +62.3% | +173.9% | -111.5% | +43.8% |
| 3Y | +36.8% | +382.7% | -345.9% | +10.3% |
| 5Y | +41.8% | +24.4% | +17.4% | +22.3% |
| All | +127.1% | +486.6% | -359.5% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling