+59.8%
KNX vs PCOR
-30.9%
+90.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.3% | +8.0% | +4.7% |
| 7D | +7.4% | -9.0% | +16.3% | +9.4% |
| 30D | +2.0% | +4.2% | -2.2% | +0.8% |
| 3M | -7.9% | +14.4% | -22.3% | -11.1% |
| 6M | +14.4% | +0.2% | +14.2% | +12.4% |
| YTD | +38.9% | -20.3% | +59.2% | +43.1% |
| 1Y | +65.9% | -16.1% | +82.0% | +68.3% |
| 3Y | +35.8% | -14.7% | +50.6% | +34.1% |
| 5Y | +43.3% | -43.2% | +86.5% | +40.1% |
| All | +59.8% | -30.9% | +90.8% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling