+65.4%
KNX vs PCOR
-14.7%
+80.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.7% | +3.9% |
| 7D | +7.1% | -9.0% | +16.0% | +8.0% |
| 30D | +1.7% | +4.2% | -2.5% | +1.2% |
| 3M | -8.1% | +14.4% | -22.6% | -9.1% |
| 6M | +14.0% | +0.2% | +13.9% | +14.0% |
| YTD | +38.5% | -20.3% | +58.8% | +47.6% |
| 1Y | +65.4% | -16.1% | +81.6% | +70.3% |
| All | +65.4% | -14.7% | +80.1% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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