+38.7%
KNX vs GNRC
-58.7%
+97.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -2.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -4.4% | -15.7% | +11.3% | -0.8% |
| 3M | -17.3% | -27.3% | +10.0% | -11.9% |
| 6M | +22.6% | -12.1% | +34.7% | +24.2% |
| YTD | +31.1% | +37.1% | -6.0% | +19.6% |
| 1Y | +60.2% | -0.5% | +60.7% | +55.8% |
| 3Y | +35.8% | +61.5% | -25.8% | +16.2% |
| All | +38.7% | -58.7% | +97.4% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling