+37.4%
KNX vs PTC
-10.6%
+48.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.0% |
| 7D | +2.3% | -13.6% | +15.9% | +6.0% |
| 30D | +0.5% | -14.7% | +15.1% | +4.2% |
| 3M | -14.1% | -5.9% | -8.2% | -13.7% |
| 6M | +19.8% | -21.1% | +40.9% | +28.4% |
| YTD | +32.7% | -26.0% | +58.7% | +45.8% |
| 1Y | +62.3% | -36.8% | +99.2% | +90.4% |
| All | +37.4% | -10.6% | +48.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling