+75.3%
PEP vs KNX
+166.7%
-91.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -1.0% | -5.6% | +4.6% | -0.2% |
| 30D | -0.7% | -4.4% | +3.7% | -0.2% |
| 3M | -4.1% | -17.3% | +13.2% | -1.9% |
| 6M | -13.1% | +22.6% | -35.7% | -16.0% |
| YTD | -2.1% | +31.1% | -33.3% | -6.6% |
| 1Y | -1.7% | +60.2% | -61.9% | -9.3% |
| 3Y | -15.1% | +35.8% | -50.9% | -21.1% |
| 5Y | +3.1% | +38.9% | -35.8% | -6.0% |
| All | +75.3% | +166.7% | -91.5% | +43.3% |
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