+4,727.8%
KNX vs PNC
+2,760.4%
+1,967.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | 0.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +1.0% | -4.4% | +5.4% | +2.6% |
| 3M | -12.6% | +5.3% | -17.9% | -14.2% |
| 6M | +21.1% | +19.6% | +1.5% | +13.7% |
| YTD | +33.2% | +19.1% | +14.0% | +25.1% |
| 1Y | +67.8% | +24.3% | +43.5% | +55.1% |
| 3Y | +37.3% | +132.2% | -94.9% | +2.7% |
| 5Y | +41.1% | +52.3% | -11.2% | +20.0% |
| 10Y | +170.6% | +274.8% | -104.2% | +64.7% |
| All | +4,727.8% | +2,760.4% | +1,967.4% | +1,911.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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