+146.1%
KNX vs PR
+152.6%
-6.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -3.9% | -16.4% | +12.5% | -3.3% |
| 30D | -8.2% | -1.9% | -6.3% | -8.2% |
| 3M | -15.4% | +8.0% | -23.4% | -15.8% |
| 6M | -8.6% | +4.1% | -12.7% | -8.9% |
| YTD | +12.7% | +58.7% | -46.0% | +10.4% |
| 1Y | +33.4% | +75.8% | -42.5% | +30.1% |
| 3Y | +19.6% | +73.2% | -53.5% | +16.5% |
| 5Y | +7.3% | +230.1% | -222.8% | +2.5% |
| 10Y | +118.1% | +67.4% | +50.7% | +176.1% |
| All | +146.1% | +152.6% | -6.5% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling