+37.9%
KNX vs GTLB
-10.3%
+48.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.1% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | +1.0% | +12.3% | -11.3% | -0.6% |
| 3M | -12.6% | +65.9% | -78.6% | -18.6% |
| 6M | +21.1% | +104.0% | -82.9% | +9.1% |
| YTD | +33.2% | +26.0% | +7.2% | +27.9% |
| 1Y | +67.8% | -3.5% | +71.3% | +66.6% |
| All | +37.9% | -10.3% | +48.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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