+160.2%
KNX vs GNRC
+448.8%
-288.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -2.3% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -4.4% | -15.7% | +11.3% | -0.4% |
| 3M | -17.3% | -27.3% | +10.0% | -11.2% |
| 6M | +22.6% | -12.1% | +34.7% | +24.3% |
| YTD | +31.1% | +37.1% | -6.0% | +18.1% |
| 1Y | +60.2% | -0.5% | +60.7% | +55.1% |
| 3Y | +35.8% | +61.5% | -25.8% | +13.1% |
| 5Y | +38.9% | -58.6% | +97.5% | +53.4% |
| All | +160.2% | +448.8% | -288.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling