+1,801.5%
PEP vs KNX
+5,194.7%
-3,393.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +0.1% | +6.4% | -6.3% | -0.6% |
| 30D | +0.7% | +1.4% | -0.7% | +0.4% |
| 3M | -0.5% | -12.0% | +11.5% | +0.6% |
| 6M | -11.3% | +25.2% | -36.5% | -13.8% |
| YTD | -0.6% | +36.6% | -37.2% | -4.4% |
| 1Y | +1.7% | +67.6% | -65.9% | -4.7% |
| 3Y | -12.5% | +40.8% | -53.3% | -17.3% |
| 5Y | +3.9% | +43.3% | -39.5% | -2.8% |
| 10Y | +76.6% | +170.1% | -93.5% | +51.4% |
| All | +1,801.5% | +5,194.7% | -3,393.2% | +1,266.3% |
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