+252.0%
PAAS vs KNX
+36.2%
+215.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.6% | +4.1% |
| 7D | +2.6% | +2.3% | +0.3% | +2.3% |
| 30D | +2.5% | +0.5% | +2.0% | +2.3% |
| 3M | +15.1% | -14.1% | +29.2% | +17.1% |
| 6M | -12.1% | +19.8% | -31.8% | -14.7% |
| YTD | +3.1% | +32.7% | -29.7% | -1.3% |
| 1Y | +50.8% | +62.3% | -11.5% | +40.3% |
| All | +252.0% | +36.2% | +215.8% | +250.5% |
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