+41.1%
KNX vs PEGA
-47.2%
+88.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | +0.1% |
| 7D | -0.5% | -5.3% | +4.8% | +0.3% |
| 30D | +1.0% | +8.3% | -7.3% | -0.3% |
| 3M | -12.6% | +8.9% | -21.6% | -14.2% |
| 6M | +21.1% | -19.7% | +40.8% | +24.1% |
| YTD | +33.2% | -39.9% | +73.1% | +41.8% |
| 1Y | +67.8% | -36.4% | +104.2% | +76.4% |
| 3Y | +37.3% | +52.8% | -15.5% | +22.2% |
| 5Y | +41.1% | -45.7% | +86.7% | +41.6% |
| All | +41.1% | -47.2% | +88.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling