+60.2%
KNX vs GME
-11.9%
+72.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.3% | -1.8% |
| 7D | -5.6% | +10.4% | -16.0% | -6.3% |
| 30D | -4.4% | +14.1% | -18.5% | -5.5% |
| 3M | -17.3% | -4.6% | -12.7% | -17.1% |
| 6M | +22.6% | -13.5% | +36.2% | +24.2% |
| YTD | +31.1% | +5.3% | +25.8% | +33.2% |
| 1Y | +60.2% | -14.9% | +75.1% | +59.0% |
| All | +60.2% | -11.9% | +72.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling