-21.0%
PFE vs KNX
+41.5%
-62.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | +3.9% | +1.0% | +2.8% | +3.6% |
| 3M | +9.9% | -12.6% | +22.5% | +11.6% |
| 6M | +5.3% | +21.1% | -15.8% | +1.9% |
| YTD | +16.8% | +33.2% | -16.4% | +11.1% |
| 1Y | +20.4% | +67.8% | -47.4% | +10.1% |
| 3Y | -2.1% | +37.3% | -39.4% | -8.9% |
| 5Y | -21.0% | +41.1% | -62.1% | -32.4% |
| All | -21.0% | +41.5% | -62.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling