+60.2%
KNX vs GSK
+21.8%
+38.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -5.3% |
| 30D | -4.4% | -3.4% | -1.0% | -4.1% |
| 3M | -17.3% | -8.1% | -9.2% | -16.7% |
| 6M | +22.6% | -11.1% | +33.8% | +23.9% |
| YTD | +31.1% | +0.7% | +30.4% | +34.1% |
| 1Y | +60.2% | +20.1% | +40.1% | +73.0% |
| All | +60.2% | +21.8% | +38.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling