+160.2%
KNX vs PEGA
+184.6%
-24.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -5.6% | -3.0% | -2.6% | -5.1% |
| 30D | -4.4% | +15.9% | -20.3% | -7.2% |
| 3M | -17.3% | +10.8% | -28.2% | -19.6% |
| 6M | +22.6% | -16.5% | +39.1% | +25.4% |
| YTD | +31.1% | -39.0% | +70.2% | +41.6% |
| 1Y | +60.2% | -37.3% | +97.5% | +71.1% |
| 3Y | +35.8% | +59.2% | -23.4% | +13.9% |
| 5Y | +38.9% | -44.9% | +83.8% | +44.3% |
| All | +160.2% | +184.6% | -24.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling