+662.0%
PBR vs KNX
+166.7%
+495.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +5.4% | -5.6% | +11.0% | +6.5% |
| 30D | +22.9% | -4.4% | +27.3% | +23.7% |
| 3M | +19.6% | -17.3% | +37.0% | +23.6% |
| 6M | +16.5% | +22.6% | -6.2% | +10.7% |
| YTD | +86.7% | +31.1% | +55.5% | +73.9% |
| 1Y | +74.7% | +60.2% | +14.5% | +54.8% |
| 3Y | +102.6% | +35.8% | +66.8% | +81.9% |
| 5Y | +566.6% | +38.9% | +527.7% | +476.2% |
| All | +662.0% | +166.7% | +495.3% | +411.1% |
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 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