+40.9%
KNX vs PNR
-31.2%
+72.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.7% |
| 7D | +2.5% | +11.9% | -9.4% | -1.2% |
| 30D | -4.4% | +37.1% | -41.6% | -14.0% |
| 3M | -12.7% | +5.7% | -18.4% | -14.3% |
| 6M | +0.9% | -5.7% | +6.6% | +2.8% |
| YTD | +20.3% | -29.8% | +50.1% | +35.7% |
| 1Y | +40.9% | -31.8% | +72.7% | +65.0% |
| All | +40.9% | -31.2% | +72.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling