+35.8%
KNX vs GSK
+47.2%
-11.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -5.2% |
| 30D | -4.4% | -3.4% | -1.0% | -4.1% |
| 3M | -17.3% | -8.1% | -9.2% | -16.6% |
| 6M | +22.6% | -11.1% | +33.8% | +24.0% |
| YTD | +31.1% | +0.7% | +30.4% | +31.2% |
| 1Y | +60.2% | +20.1% | +40.1% | +57.9% |
| 3Y | +35.8% | +46.1% | -10.4% | +24.6% |
| All | +35.8% | +47.2% | -11.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling