-7.5%
PAYX vs KNX
+68.2%
-75.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.5% | -2.8% |
| 7D | -4.2% | +7.4% | -11.6% | -4.5% |
| 30D | +2.9% | +2.0% | +0.9% | +2.8% |
| 3M | +23.6% | -7.9% | +31.5% | +23.9% |
| 6M | +30.0% | +14.4% | +15.7% | +28.7% |
| YTD | +12.2% | +38.9% | -26.7% | +7.8% |
| 1Y | -7.5% | +65.9% | -73.4% | -13.1% |
| All | -7.5% | +68.2% | -75.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling