+62.7%
KNX vs GPC
-0.5%
+63.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -0.5% | -1.8% | +1.3% | -0.2% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | -12.6% | +37.4% | -50.0% | -18.9% |
| 6M | +21.1% | +25.4% | -4.4% | +15.2% |
| YTD | +33.2% | +12.2% | +21.0% | +24.5% |
| All | +62.7% | -0.5% | +63.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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