+54.3%
KNX vs GLXY
+2.7%
+51.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | -0.5% | -8.9% | +8.5% | +0.1% |
| 30D | +1.0% | +19.9% | -18.9% | -0.1% |
| 3M | -12.6% | -20.0% | +7.3% | -11.6% |
| 6M | +21.1% | +10.5% | +10.5% | +19.7% |
| YTD | +33.2% | +7.9% | +25.3% | +30.3% |
| 1Y | +67.8% | -7.5% | +75.3% | +65.6% |
| All | +54.3% | +2.7% | +51.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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