+42.7%
KNX vs PCOR
-12.2%
+54.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.3% | +8.0% | +4.7% |
| 7D | +7.4% | -9.0% | +16.3% | +9.5% |
| 30D | +2.0% | +4.2% | -2.2% | +0.8% |
| 3M | -7.9% | +14.4% | -22.3% | -11.2% |
| 6M | +14.4% | +0.2% | +14.2% | +12.5% |
| YTD | +38.9% | -20.3% | +59.2% | +45.3% |
| 1Y | +65.9% | -16.1% | +82.0% | +70.0% |
| All | +42.7% | -12.2% | +54.9% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling