+160.2%
KNX vs PPG
+26.9%
+133.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.8% |
| 7D | -5.6% | -6.2% | +0.7% | -2.4% |
| 30D | -4.4% | -7.9% | +3.5% | -0.3% |
| 3M | -17.3% | -10.2% | -7.1% | -13.0% |
| 6M | +22.6% | +2.7% | +20.0% | +19.8% |
| YTD | +31.1% | +4.9% | +26.3% | +26.8% |
| 1Y | +60.2% | -3.2% | +63.4% | +61.0% |
| 3Y | +35.8% | -17.0% | +52.8% | +46.4% |
| 5Y | +38.9% | -23.3% | +62.2% | +51.9% |
| All | +160.2% | +26.9% | +133.3% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling