+35.8%
KNX vs GPN
-27.4%
+63.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.3% | -1.3% | -4.4% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -17.3% | +35.8% | -53.1% | -25.0% |
| 6M | +22.6% | +22.0% | +0.6% | +14.2% |
| YTD | +31.1% | +15.2% | +15.9% | +24.0% |
| 1Y | +60.2% | +3.5% | +56.7% | +56.6% |
| 3Y | +35.8% | -26.9% | +62.7% | +48.6% |
| All | +35.8% | -27.4% | +63.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling