+3,763.7%
KNX vs PEGA
+1,154.6%
+2,609.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.3% |
| 7D | +6.4% | -2.4% | +8.8% | +6.6% |
| 30D | +1.4% | +9.6% | -8.2% | +0.4% |
| 3M | -12.0% | +2.3% | -14.4% | -12.6% |
| 6M | +25.2% | -23.9% | +49.0% | +27.8% |
| YTD | +36.6% | -39.8% | +76.4% | +42.2% |
| 1Y | +67.6% | -37.4% | +105.0% | +73.4% |
| 3Y | +40.8% | +53.1% | -12.3% | +31.0% |
| 5Y | +43.3% | -47.2% | +90.6% | +44.1% |
| 10Y | +170.1% | +174.3% | -4.3% | +132.1% |
| All | +3,763.7% | +1,154.6% | +2,609.1% | +2,582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling