+26.1%
PAAS vs KNX
+45.0%
-18.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.5% |
| 30D | -8.5% | -4.4% | -4.0% | -7.9% |
| 3M | -7.3% | -12.7% | +5.4% | -5.9% |
| 6M | -18.3% | +0.9% | -19.2% | -18.7% |
| YTD | -19.2% | +20.3% | -39.5% | -19.9% |
| 1Y | +26.1% | +40.9% | -14.8% | +25.9% |
| All | +26.1% | +45.0% | -18.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling