+13.6%
KNX vs PTC
+60.7%
-47.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +9.2% | +0.5% | +8.8% | +9.1% |
| 30D | +0.9% | +1.2% | -0.3% | +0.6% |
| 3M | -12.7% | +27.4% | -40.1% | -18.9% |
| 6M | +7.3% | +39.2% | -31.9% | -4.1% |
| YTD | +23.1% | +12.5% | +10.6% | +18.9% |
| 1Y | +47.1% | +12.3% | +34.8% | +42.0% |
| 3Y | +33.3% | +28.8% | +4.4% | +18.5% |
| All | +13.6% | +60.7% | -47.1% | -10.4% |
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 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