+161.2%
PANW vs KNX
+34.6%
+126.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -0.8% | -5.6% | +4.8% | +0.3% |
| 30D | -14.6% | -4.4% | -10.2% | -13.9% |
| 3M | +18.3% | -17.3% | +35.6% | +22.1% |
| 6M | +100.5% | +22.6% | +77.9% | +93.2% |
| YTD | +79.5% | +31.1% | +48.4% | +69.9% |
| 1Y | +66.7% | +60.2% | +6.5% | +50.8% |
| 3Y | +161.2% | +35.8% | +125.5% | +149.0% |
| All | +161.2% | +34.6% | +126.7% | +149.0% |
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