+38.7%
KNX vs PEG
+36.3%
+2.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -0.9% | -4.7% | -5.3% |
| 30D | -4.4% | -3.7% | -0.7% | -3.3% |
| 3M | -17.3% | -7.3% | -10.1% | -15.5% |
| 6M | +22.6% | -10.5% | +33.1% | +26.6% |
| YTD | +31.1% | -7.5% | +38.7% | +33.7% |
| 1Y | +60.2% | -8.7% | +68.9% | +63.9% |
| 3Y | +35.8% | +31.4% | +4.4% | +19.0% |
| All | +38.7% | +36.3% | +2.4% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling