+113.5%
PAAS vs KNX
+37.6%
+75.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.9% | -5.6% | +3.6% | -1.0% |
| 30D | -3.6% | -4.4% | +0.8% | -3.0% |
| 3M | +8.6% | -17.3% | +25.9% | +11.8% |
| 6M | -16.7% | +22.6% | -39.3% | -20.4% |
| YTD | -1.9% | +31.1% | -33.1% | -7.4% |
| 1Y | +38.0% | +60.2% | -22.2% | +25.0% |
| 3Y | +234.9% | +35.8% | +199.2% | +207.6% |
| All | +113.5% | +37.6% | +75.9% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling