+40.9%
KNX vs GRMN
+74.2%
-33.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | -1.8% | +1.3% | +0.2% |
| 30D | +1.0% | -12.1% | +13.1% | +6.0% |
| 3M | -12.6% | +18.0% | -30.6% | -18.6% |
| 6M | +21.1% | +13.7% | +7.4% | +14.1% |
| YTD | +33.2% | +35.3% | -2.1% | +17.0% |
| 1Y | +67.8% | +17.2% | +50.5% | +54.8% |
| 3Y | +37.3% | +179.6% | -142.3% | -16.4% |
| All | +40.9% | +74.2% | -33.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling