+1,269.9%
PAAS vs KNX
+5,957.5%
-4,687.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -2.8% |
| 7D | -2.9% | +7.4% | -10.3% | -3.7% |
| 30D | +6.8% | +2.0% | +4.8% | +6.5% |
| 3M | -2.9% | -7.9% | +5.0% | -2.1% |
| 6M | -16.4% | +14.4% | -30.8% | -18.1% |
| YTD | 0.0% | +38.9% | -38.9% | -4.2% |
| 1Y | +54.3% | +65.9% | -11.6% | +44.4% |
| 3Y | +230.7% | +35.8% | +194.8% | +213.2% |
| 5Y | +111.6% | +43.3% | +68.3% | +97.8% |
| 10Y | +211.7% | +179.6% | +32.1% | +162.4% |
| All | +1,269.9% | +5,957.5% | -4,687.6% | +750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling