+37.3%
KNX vs PENG
+103.2%
-65.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -1.1% | -16.1% | +15.0% | +0.4% |
| 30D | -3.7% | -41.5% | +37.8% | +1.0% |
| 3M | -9.3% | -19.1% | +9.8% | -8.9% |
| 6M | -2.5% | +0.9% | -3.4% | -8.5% |
| YTD | +19.8% | +128.2% | -108.4% | -8.2% |
| 1Y | +37.3% | +98.6% | -61.3% | +9.1% |
| All | +37.3% | +103.2% | -65.9% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling