+160.2%
KNX vs PFG
+251.1%
-90.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.6% | -0.4% | -5.1% | -5.4% |
| 30D | -4.4% | +2.9% | -7.3% | -5.6% |
| 3M | -17.3% | +6.7% | -24.0% | -19.9% |
| 6M | +22.6% | +33.8% | -11.1% | +7.9% |
| YTD | +31.1% | +35.0% | -3.8% | +15.1% |
| 1Y | +60.2% | +46.4% | +13.8% | +35.4% |
| 3Y | +35.8% | +71.7% | -35.9% | +7.6% |
| 5Y | +38.9% | +113.7% | -74.8% | 0.0% |
| All | +160.2% | +251.1% | -90.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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