+124.9%
KNX vs PENG
+751.0%
-626.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.8% |
| 7D | +2.3% | +7.3% | -5.0% | +1.4% |
| 30D | +0.5% | -7.5% | +7.9% | +1.4% |
| 3M | -14.1% | -17.2% | +3.1% | -13.6% |
| 6M | +19.8% | +176.7% | -157.0% | +1.9% |
| YTD | +32.7% | +161.0% | -128.3% | +13.5% |
| 1Y | +62.3% | +108.8% | -46.5% | +41.8% |
| 3Y | +36.8% | +109.8% | -72.9% | +13.4% |
| 5Y | +41.8% | +111.7% | -70.0% | +14.3% |
| All | +124.9% | +751.0% | -626.1% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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