+1,663.6%
PBR vs KNX
+2,652.1%
-988.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +5.4% | -5.6% | +11.0% | +7.1% |
| 30D | +22.9% | -4.4% | +27.3% | +24.2% |
| 3M | +19.6% | -17.3% | +37.0% | +25.7% |
| 6M | +16.5% | +22.6% | -6.2% | +7.8% |
| YTD | +86.7% | +31.1% | +55.5% | +67.9% |
| 1Y | +74.7% | +60.2% | +14.5% | +46.4% |
| 3Y | +102.6% | +35.8% | +66.8% | +72.7% |
| 5Y | +566.6% | +38.9% | +527.7% | +442.1% |
| 10Y | +686.1% | +166.5% | +519.6% | +376.0% |
| All | +1,663.6% | +2,652.1% | -988.5% | +545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling