+4,711.0%
KNX vs GSK
+918.9%
+3,792.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +2.3% | -3.6% | +5.9% | +3.3% |
| 30D | +0.5% | -5.9% | +6.4% | +1.9% |
| 3M | -14.1% | -4.3% | -9.9% | -13.4% |
| 6M | +19.8% | -10.8% | +30.6% | +22.8% |
| YTD | +32.7% | +1.8% | +30.9% | +31.4% |
| 1Y | +62.3% | +23.5% | +38.9% | +52.4% |
| 3Y | +36.8% | +49.5% | -12.7% | +20.2% |
| 5Y | +41.8% | +49.7% | -7.9% | +23.2% |
| 10Y | +169.7% | +81.9% | +87.7% | +119.2% |
| All | +4,711.0% | +918.9% | +3,792.2% | +2,788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling