+102.1%
KNX vs PR
+86.0%
+16.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.3% |
| 7D | +9.2% | +6.0% | +3.3% | +9.0% |
| 30D | +0.9% | -4.2% | +5.1% | +1.1% |
| 3M | -12.7% | +10.0% | -22.7% | -13.1% |
| 6M | +7.3% | +15.6% | -8.3% | +6.6% |
| YTD | +23.1% | +68.2% | -45.1% | +20.3% |
| 1Y | +47.1% | +79.2% | -32.1% | +43.4% |
| 3Y | +33.3% | +94.9% | -61.6% | +29.3% |
| 5Y | +12.1% | +272.8% | -260.7% | +6.7% |
| All | +102.1% | +86.0% | +16.1% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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