+65.4%
KNX vs GWRE
-25.4%
+90.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -19.9% | +23.4% | +3.1% |
| 7D | +7.1% | -21.1% | +28.2% | +6.7% |
| 30D | +1.7% | +1.3% | +0.4% | +1.4% |
| 3M | -8.1% | +7.4% | -15.6% | -8.2% |
| 6M | +14.0% | +5.6% | +8.4% | +14.3% |
| YTD | +38.5% | -19.2% | +57.7% | +38.7% |
| 1Y | +65.4% | -25.1% | +90.6% | +65.5% |
| All | +65.4% | -25.4% | +90.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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