+37.1%
KNX vs PCOR
-8.1%
+45.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +3.8% | +2.2% | +1.7% | +3.4% |
| 30D | -2.0% | +37.4% | -39.4% | -8.4% |
| 3M | -13.2% | +33.2% | -46.4% | -18.7% |
| 6M | +3.6% | +60.6% | -56.9% | -7.4% |
| YTD | +19.1% | +6.2% | +13.0% | +15.2% |
| 1Y | +39.5% | -1.1% | +40.6% | +37.1% |
| 3Y | +28.7% | +48.4% | -19.7% | +14.0% |
| 5Y | +8.5% | -13.1% | +21.6% | -1.9% |
| All | +37.1% | -8.1% | +45.2% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling