+45.8%
KNX vs PR
+403.2%
-357.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | +7.4% | +2.9% | +4.5% | +6.9% |
| 30D | +2.0% | +18.0% | -16.1% | -0.4% |
| 3M | -7.9% | +16.9% | -24.7% | -10.1% |
| 6M | +14.4% | +28.2% | -13.8% | +9.7% |
| YTD | +38.9% | +69.3% | -30.4% | +27.6% |
| 1Y | +65.9% | +69.5% | -3.6% | +52.0% |
| 3Y | +35.8% | +81.7% | -45.8% | +21.6% |
| All | +45.8% | +403.2% | -357.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling