+834.2%
KNX vs GME
+1,127.7%
-293.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -3.1% |
| 7D | +2.3% | +4.8% | -2.5% | +2.0% |
| 30D | +0.5% | +5.9% | -5.4% | +0.1% |
| 3M | -14.1% | -10.7% | -3.4% | -13.7% |
| 6M | +19.8% | -19.8% | +39.6% | +21.0% |
| YTD | +32.7% | -0.9% | +33.7% | +32.5% |
| 1Y | +62.3% | -15.7% | +78.0% | +63.3% |
| 3Y | +36.8% | +12.3% | +24.5% | +26.0% |
| 5Y | +41.8% | -60.1% | +101.8% | +33.4% |
| 10Y | +169.7% | +265.3% | -95.6% | +23.6% |
| All | +834.2% | +1,127.7% | -293.5% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling