+40.9%
KNX vs PEG
-6.2%
+47.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +2.5% | +1.0% | +1.4% | +2.4% |
| 30D | -4.4% | +6.6% | -11.0% | -4.7% |
| 3M | -12.7% | -3.1% | -9.6% | -12.5% |
| 6M | +0.9% | -7.4% | +8.3% | +1.5% |
| YTD | +20.3% | -6.4% | +26.8% | +21.6% |
| 1Y | +40.9% | -7.4% | +48.4% | +42.7% |
| All | +40.9% | -6.2% | +47.1% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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