+1,127.0%
KNX vs PFG
+999.6%
+127.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +6.4% | +6.0% | +0.4% | +4.4% |
| 30D | +1.4% | +2.2% | -0.8% | +0.6% |
| 3M | -12.0% | +10.4% | -22.4% | -15.0% |
| 6M | +25.2% | +27.8% | -2.6% | +15.6% |
| YTD | +36.6% | +33.6% | +2.9% | +24.5% |
| 1Y | +67.6% | +49.3% | +18.3% | +47.3% |
| 3Y | +40.8% | +69.7% | -28.9% | +19.1% |
| 5Y | +43.3% | +111.3% | -68.0% | +12.4% |
| 10Y | +170.1% | +240.3% | -70.2% | +74.7% |
| All | +1,127.0% | +999.6% | +127.4% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling