+41.1%
KNX vs PTC
+0.6%
+40.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.5% | -14.2% | +13.7% | +4.1% |
| 30D | +1.0% | -14.4% | +15.5% | +5.6% |
| 3M | -12.6% | -4.7% | -7.9% | -12.6% |
| 6M | +21.1% | -19.3% | +40.4% | +28.3% |
| YTD | +33.2% | -26.1% | +59.3% | +45.6% |
| 1Y | +67.8% | -37.1% | +104.8% | +95.2% |
| 3Y | +37.3% | -10.4% | +47.7% | +35.8% |
| 5Y | +41.1% | +2.5% | +38.6% | +26.9% |
| All | +41.1% | +0.6% | +40.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling