+60.2%
KNX vs PBF
+184.8%
-124.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | -5.6% | +5.3% | -10.9% | -5.6% |
| 30D | -4.4% | +11.7% | -16.1% | -4.4% |
| 3M | -17.3% | +91.1% | -108.4% | -16.5% |
| 6M | +22.6% | +88.4% | -65.8% | +23.3% |
| YTD | +31.1% | +194.1% | -162.9% | +32.5% |
| 1Y | +60.2% | +180.4% | -120.2% | +60.5% |
| All | +60.2% | +184.8% | -124.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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