+37.9%
KNX vs PBF
+56.6%
-18.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +1.0% | +11.6% | -10.5% | -0.3% |
| 3M | -12.6% | +81.7% | -94.4% | -18.7% |
| 6M | +21.1% | +96.4% | -75.4% | +10.2% |
| YTD | +33.2% | +189.5% | -156.3% | +13.5% |
| 1Y | +67.8% | +180.7% | -113.0% | +41.3% |
| All | +37.9% | +56.6% | -18.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling