+37.9%
KNX vs PFGC
+59.5%
-21.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.9% |
| 7D | -0.5% | -4.8% | +4.4% | +1.5% |
| 30D | +1.0% | -17.2% | +18.2% | +8.6% |
| 3M | -12.6% | -6.3% | -6.3% | -11.2% |
| 6M | +21.1% | +8.8% | +12.2% | +14.8% |
| YTD | +33.2% | +4.9% | +28.3% | +27.3% |
| 1Y | +67.8% | -9.5% | +77.3% | +71.9% |
| All | +37.9% | +59.5% | -21.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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