+362.4%
PCAR vs KNX
+166.7%
+195.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | -1.6% | -5.6% | +4.0% | +0.3% |
| 30D | -6.4% | -4.4% | -1.9% | -5.1% |
| 3M | +4.7% | -17.3% | +22.0% | +11.0% |
| 6M | +4.5% | +22.6% | -18.1% | -3.4% |
| YTD | +13.0% | +31.1% | -18.1% | +1.9% |
| 1Y | +23.6% | +60.2% | -36.6% | +3.6% |
| 3Y | +60.7% | +35.8% | +25.0% | +39.0% |
| 5Y | +164.5% | +38.9% | +125.6% | +122.6% |
| All | +362.4% | +166.7% | +195.7% | +207.9% |
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