+164.0%
PAYX vs KNX
+166.7%
-2.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.9% |
| 7D | -4.9% | -5.6% | +0.7% | -3.5% |
| 30D | -3.8% | -4.4% | +0.6% | -2.9% |
| 3M | +17.9% | -17.3% | +35.2% | +23.0% |
| 6M | +26.1% | +22.6% | +3.4% | +18.1% |
| YTD | +6.7% | +31.1% | -24.4% | -2.4% |
| 1Y | -10.7% | +60.2% | -71.0% | -23.2% |
| 3Y | +7.0% | +35.8% | -28.8% | -6.2% |
| 5Y | +22.6% | +38.9% | -16.3% | +5.1% |
| All | +164.0% | +166.7% | -2.7% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling