+4,934.8%
KNX vs PTC
+563.6%
+4,371.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +4.8% |
| 7D | +7.4% | -10.3% | +17.6% | +9.2% |
| 30D | +2.0% | +1.1% | +0.8% | +1.5% |
| 3M | -7.9% | +1.6% | -9.5% | -8.8% |
| 6M | +14.4% | -13.5% | +27.8% | +16.1% |
| YTD | +38.9% | -19.1% | +58.0% | +42.4% |
| 1Y | +65.9% | -33.9% | +99.8% | +75.8% |
| 3Y | +35.8% | -3.9% | +39.7% | +34.8% |
| 5Y | +43.3% | +6.0% | +37.3% | +38.9% |
| 10Y | +179.6% | +223.7% | -44.1% | +122.5% |
| All | +4,934.8% | +563.6% | +4,371.2% | +3,265.5% |
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