+316.7%
PANW vs KNX
+37.6%
+279.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -0.8% | -5.6% | +4.8% | +0.7% |
| 30D | -14.6% | -4.4% | -10.2% | -13.6% |
| 3M | +18.3% | -17.3% | +35.6% | +24.1% |
| 6M | +100.5% | +22.6% | +77.9% | +88.4% |
| YTD | +79.5% | +31.1% | +48.4% | +64.3% |
| 1Y | +66.7% | +60.2% | +6.5% | +42.5% |
| 3Y | +161.2% | +35.8% | +125.5% | +127.1% |
| All | +316.7% | +37.6% | +279.1% | +251.3% |
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