+160.2%
KNX vs GWRE
+131.0%
+29.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -13.2% | +7.7% | -3.0% |
| 30D | -4.4% | -18.6% | +14.2% | -1.5% |
| 3M | -17.3% | +18.9% | -36.2% | -22.0% |
| 6M | +22.6% | -11.0% | +33.6% | +21.5% |
| YTD | +31.1% | -29.9% | +61.0% | +36.8% |
| 1Y | +60.2% | -44.3% | +104.5% | +77.0% |
| 3Y | +35.8% | +51.7% | -15.9% | +10.0% |
| 5Y | +38.9% | +15.4% | +23.5% | +17.0% |
| All | +160.2% | +131.0% | +29.3% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling