+4,850.9%
KNX vs GPC
+1,503.1%
+3,347.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.1% |
| 7D | +6.4% | +0.2% | +6.2% | +6.3% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | -12.0% | +39.2% | -51.2% | -27.6% |
| 6M | +25.2% | +18.2% | +6.9% | +12.0% |
| YTD | +36.6% | +12.1% | +24.5% | +24.4% |
| 1Y | +67.6% | -0.7% | +68.3% | +62.9% |
| 3Y | +40.8% | -1.7% | +42.5% | +32.2% |
| 5Y | +43.3% | +29.3% | +14.1% | +13.9% |
| 10Y | +170.1% | +80.7% | +89.4% | +62.9% |
| All | +4,850.9% | +1,503.1% | +3,347.8% | +1,012.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling