+1,350.4%
PFE vs KNX
+5,284.4%
-3,934.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.7% |
| 7D | +1.8% | +7.4% | -5.6% | +0.8% |
| 30D | +10.2% | +2.0% | +8.3% | +9.9% |
| 3M | +12.7% | -7.9% | +20.6% | +13.6% |
| 6M | +10.5% | +14.4% | -3.8% | +8.0% |
| YTD | +20.2% | +38.9% | -18.8% | +14.2% |
| 1Y | +24.1% | +65.9% | -41.8% | +14.9% |
| 3Y | -3.6% | +35.8% | -39.4% | -9.3% |
| 5Y | -20.9% | +43.3% | -64.2% | -26.9% |
| 10Y | +35.8% | +179.6% | -143.8% | +11.9% |
| All | +1,350.4% | +5,284.4% | -3,934.0% | +884.1% |
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