+160.2%
KNX vs GRMN
+677.8%
-517.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.8% | -3.3% |
| 7D | -5.6% | +2.4% | -8.0% | -6.6% |
| 30D | -4.4% | -8.5% | +4.0% | -0.8% |
| 3M | -17.3% | +19.5% | -36.8% | -24.0% |
| 6M | +22.6% | +21.2% | +1.4% | +11.6% |
| YTD | +31.1% | +41.0% | -9.9% | +11.3% |
| 1Y | +60.2% | +19.6% | +40.6% | +45.2% |
| 3Y | +35.8% | +183.8% | -148.0% | -21.0% |
| 5Y | +38.9% | +83.0% | -44.1% | -2.3% |
| All | +160.2% | +677.8% | -517.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling