+40.8%
KNX vs PENG
+111.6%
-70.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +6.4% | +7.8% | -1.4% | +5.5% |
| 30D | +1.4% | -12.2% | +13.6% | +2.8% |
| 3M | -12.0% | -20.6% | +8.6% | -11.0% |
| 6M | +25.2% | +180.9% | -155.8% | +6.5% |
| YTD | +36.6% | +162.3% | -125.7% | +17.0% |
| 1Y | +67.6% | +107.3% | -39.7% | +46.3% |
| 3Y | +40.8% | +110.8% | -69.9% | +15.9% |
| All | +40.8% | +111.6% | -70.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling