+160.2%
KNX vs PTC
+205.0%
-44.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | -5.6% | -7.3% | +1.7% | -3.5% |
| 30D | -4.4% | -11.6% | +7.2% | -1.1% |
| 3M | -17.3% | +10.5% | -27.8% | -20.7% |
| 6M | +22.6% | -17.8% | +40.4% | +28.1% |
| YTD | +31.1% | -24.9% | +56.1% | +40.8% |
| 1Y | +60.2% | -36.8% | +97.0% | +81.8% |
| 3Y | +35.8% | -8.7% | +44.5% | +34.9% |
| 5Y | +38.9% | +4.1% | +34.8% | +29.8% |
| All | +160.2% | +205.0% | -44.8% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling