+101.9%
KNX vs PENG
+735.0%
-633.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.2% |
| 7D | +3.8% | +34.6% | -30.8% | 0.0% |
| 30D | -2.0% | -35.9% | +33.9% | +2.3% |
| 3M | -13.2% | -14.7% | +1.5% | -13.0% |
| 6M | +3.6% | +13.5% | -9.9% | -2.1% |
| YTD | +19.1% | +156.1% | -137.0% | +0.4% |
| 1Y | +39.5% | +141.3% | -101.8% | +18.3% |
| 3Y | +28.7% | +223.4% | -194.7% | +1.6% |
| 5Y | +8.5% | +67.4% | -58.9% | -11.7% |
| All | +101.9% | +735.0% | -633.1% | +40.1% |
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