+35.8%
KNX vs PNR
-14.5%
+50.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -5.6% | -6.0% | +0.4% | -2.5% |
| 30D | -4.4% | -14.0% | +9.6% | +3.1% |
| 3M | -17.3% | -21.7% | +4.4% | -7.5% |
| 6M | +22.6% | -37.3% | +59.9% | +54.4% |
| YTD | +31.1% | -45.1% | +76.3% | +77.4% |
| 1Y | +60.2% | -49.1% | +109.3% | +127.5% |
| 3Y | +35.8% | -14.8% | +50.6% | +44.5% |
| All | +35.8% | -14.5% | +50.2% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling