+4,362.0%
KNX vs PTC
+822.4%
+3,539.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +9.2% | +0.5% | +8.8% | +9.1% |
| 30D | +0.9% | +1.2% | -0.3% | +0.7% |
| 3M | -12.7% | +27.4% | -40.1% | -17.1% |
| 6M | +7.3% | +39.2% | -31.9% | -0.2% |
| YTD | +23.1% | +12.5% | +10.6% | +18.3% |
| 1Y | +47.1% | +12.3% | +34.8% | +41.3% |
| 3Y | +33.3% | +28.8% | +4.4% | +24.8% |
| 5Y | +12.1% | +60.9% | -48.8% | +0.6% |
| 10Y | +106.9% | +316.6% | -209.7% | +56.1% |
| All | +4,362.0% | +822.4% | +3,539.7% | +2,696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling