+45.8%
KNX vs PENG
+109.6%
-63.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.7% | +2.9% |
| 7D | +7.4% | +4.5% | +2.8% | +6.7% |
| 30D | +2.0% | -7.1% | +9.1% | +2.9% |
| 3M | -7.9% | -27.3% | +19.4% | -5.6% |
| 6M | +14.4% | +169.6% | -155.2% | -5.7% |
| YTD | +38.9% | +164.6% | -125.7% | +14.4% |
| 1Y | +65.9% | +109.5% | -43.6% | +40.3% |
| 3Y | +35.8% | +98.9% | -63.1% | +8.5% |
| All | +45.8% | +109.6% | -63.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling