+199.3%
PAAS vs KNX
+33.3%
+166.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.0% |
| 7D | -8.9% | +9.2% | -18.1% | -9.9% |
| 30D | -11.4% | +0.9% | -12.3% | -11.6% |
| 3M | -20.4% | -12.7% | -7.7% | -19.4% |
| 6M | -40.7% | +7.3% | -48.0% | -41.5% |
| YTD | -26.9% | +23.1% | -50.0% | -29.0% |
| 1Y | -3.1% | +47.1% | -50.1% | -7.6% |
| 3Y | +199.3% | +33.3% | +166.0% | +177.7% |
| All | +199.3% | +33.3% | +166.0% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling