+40.9%
KNX vs PTC
+0.1%
+40.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -4.4% | +1.5% | -5.9% | -4.4% |
| 3M | -12.7% | +37.8% | -50.4% | -11.9% |
| 6M | +0.9% | +41.2% | -40.3% | +2.5% |
| YTD | +20.3% | +12.0% | +8.3% | +30.3% |
| 1Y | +40.9% | +1.6% | +39.3% | +57.0% |
| All | +40.9% | +0.1% | +40.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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