+391.0%
KNX vs GWRE
+741.3%
-350.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -13.2% | +7.7% | -3.1% |
| 30D | -4.4% | -18.6% | +14.2% | -1.6% |
| 3M | -17.3% | +18.9% | -36.2% | -21.6% |
| 6M | +22.6% | -11.0% | +33.6% | +21.6% |
| YTD | +31.1% | -29.9% | +61.0% | +36.1% |
| 1Y | +60.2% | -44.3% | +104.5% | +74.8% |
| 3Y | +35.8% | +51.7% | -15.9% | +14.1% |
| 5Y | +38.9% | +15.4% | +23.5% | +20.6% |
| 10Y | +166.5% | +129.4% | +37.0% | +93.4% |
| All | +391.0% | +741.3% | -350.3% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling