+4,711.0%
KNX vs PEG
+2,345.8%
+2,365.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +0.5% | -1.7% | +2.2% | +0.9% |
| 3M | -14.1% | -6.8% | -7.4% | -12.6% |
| 6M | +19.8% | -11.4% | +31.1% | +23.5% |
| YTD | +32.7% | -7.2% | +40.0% | +35.0% |
| 1Y | +62.3% | -6.1% | +68.5% | +64.3% |
| 3Y | +36.8% | +31.8% | +5.1% | +25.0% |
| 5Y | +41.8% | +35.6% | +6.2% | +27.8% |
| 10Y | +169.7% | +148.7% | +20.9% | +102.6% |
| All | +4,711.0% | +2,345.8% | +2,365.2% | +2,774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling