+48.3%
KNX vs GTLB
-50.1%
+98.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -4.9% |
| 30D | -4.4% | +15.1% | -19.6% | -6.1% |
| 3M | -17.3% | +65.5% | -82.8% | -22.4% |
| 6M | +22.6% | +102.9% | -80.3% | +11.6% |
| YTD | +31.1% | +25.2% | +5.9% | +26.0% |
| 1Y | +60.2% | -5.5% | +65.7% | +58.6% |
| 3Y | +35.8% | -10.9% | +46.6% | +31.0% |
| All | +48.3% | -50.1% | +98.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling