+2,065.9%
KNX vs GPN
+2,487.0%
-421.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -4.6% | -1.0% | -4.1% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | -17.3% | +35.4% | -52.8% | -25.9% |
| 6M | +22.6% | +21.7% | +1.0% | +13.1% |
| YTD | +31.1% | +14.9% | +16.3% | +22.3% |
| 1Y | +60.2% | +3.2% | +57.0% | +54.5% |
| 3Y | +35.8% | -27.1% | +62.9% | +43.9% |
| 5Y | +38.9% | -44.4% | +83.3% | +55.9% |
| 10Y | +166.5% | +27.0% | +139.5% | +113.3% |
| All | +2,065.9% | +2,487.0% | -421.1% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling