+35.8%
KNX vs GWRE
+50.1%
-14.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -13.2% | +7.7% | -4.5% |
| 30D | -4.4% | -18.6% | +14.2% | -3.4% |
| 3M | -17.3% | +18.9% | -36.2% | -19.7% |
| 6M | +22.6% | -11.0% | +33.6% | +22.5% |
| YTD | +31.1% | -29.9% | +61.0% | +35.9% |
| 1Y | +60.2% | -44.3% | +104.5% | +72.9% |
| 3Y | +35.8% | +51.7% | -15.9% | +15.7% |
| All | +35.8% | +50.1% | -14.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling