+60.2%
KNX vs PTC
-36.4%
+96.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.6% | -7.3% | +1.7% | -5.5% |
| 30D | -4.4% | -11.6% | +7.2% | -4.2% |
| 3M | -17.3% | +10.5% | -27.8% | -17.8% |
| 6M | +22.6% | -17.8% | +40.4% | +28.4% |
| YTD | +31.1% | -24.9% | +56.1% | +42.5% |
| 1Y | +60.2% | -36.8% | +97.0% | +103.1% |
| All | +60.2% | -36.4% | +96.6% | +103.1% |
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