+65.4%
KNX vs PPG
+5.2%
+60.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.6% |
| 7D | +7.1% | -1.5% | +8.5% | +7.9% |
| 30D | +1.7% | -5.0% | +6.6% | +4.4% |
| 3M | -8.1% | +1.1% | -9.3% | -9.6% |
| 6M | +14.0% | -3.2% | +17.2% | +14.9% |
| YTD | +38.5% | +11.9% | +26.6% | +28.8% |
| 1Y | +65.4% | +5.3% | +60.1% | +49.6% |
| All | +65.4% | +5.2% | +60.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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