+41.8%
KNX vs GPC
+30.9%
+10.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | +2.3% | -0.6% | +3.0% | +2.6% |
| 30D | +0.5% | +1.3% | -0.8% | -0.2% |
| 3M | -14.1% | +37.1% | -51.2% | -25.7% |
| 6M | +19.8% | +23.2% | -3.4% | +8.4% |
| YTD | +32.7% | +13.1% | +19.7% | +23.1% |
| 1Y | +62.3% | +0.9% | +61.5% | +58.8% |
| 3Y | +36.8% | -0.8% | +37.6% | +29.4% |
| 5Y | +41.8% | +31.1% | +10.6% | +10.5% |
| All | +41.8% | +30.9% | +10.9% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling