+475.2%
KNX vs PBF
+317.1%
+158.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -2.0% |
| 7D | +6.4% | +2.4% | +4.0% | +6.1% |
| 30D | +1.4% | +24.9% | -23.5% | -1.0% |
| 3M | -12.0% | +81.9% | -93.9% | -17.6% |
| 6M | +25.2% | +79.4% | -54.2% | +16.4% |
| YTD | +36.6% | +188.3% | -151.7% | +20.4% |
| 1Y | +67.6% | +177.3% | -109.7% | +47.2% |
| 3Y | +40.8% | +56.0% | -15.2% | +28.0% |
| 5Y | +43.3% | +804.0% | -760.7% | +4.1% |
| 10Y | +170.1% | +334.1% | -164.0% | +86.1% |
| All | +475.2% | +317.1% | +158.1% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling