+41.8%
KNX vs PCOR
-42.7%
+84.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.0% |
| 7D | +2.3% | -9.0% | +11.3% | +4.3% |
| 30D | +0.5% | -7.0% | +7.4% | +1.8% |
| 3M | -14.1% | +18.3% | -32.5% | -17.9% |
| 6M | +19.8% | -7.8% | +27.6% | +19.8% |
| YTD | +32.7% | -25.6% | +58.3% | +39.0% |
| 1Y | +62.3% | -22.7% | +85.0% | +67.8% |
| 3Y | +36.8% | -17.7% | +54.5% | +36.0% |
| 5Y | +41.8% | -42.0% | +83.8% | +41.9% |
| All | +41.8% | -42.7% | +84.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling