+4,653.7%
KNX vs PNR
+1,280.1%
+3,373.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -5.6% | -6.0% | +0.4% | -3.3% |
| 30D | -4.4% | -14.0% | +9.6% | +1.1% |
| 3M | -17.3% | -21.7% | +4.4% | -10.1% |
| 6M | +22.6% | -37.3% | +59.9% | +44.4% |
| YTD | +31.1% | -45.1% | +76.3% | +61.9% |
| 1Y | +60.2% | -49.1% | +109.3% | +103.6% |
| 3Y | +35.8% | -14.8% | +50.6% | +42.2% |
| 5Y | +38.9% | -21.0% | +59.9% | +48.0% |
| 10Y | +166.5% | +64.7% | +101.7% | +113.2% |
| All | +4,653.7% | +1,280.1% | +3,373.6% | +2,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling