-5.3%
PG vs KNX
+67.7%
-73.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | +1.9% | +7.1% | -5.2% | +1.4% |
| 30D | -0.2% | +1.7% | -1.9% | -0.4% |
| 3M | +4.8% | -8.1% | +12.9% | +5.2% |
| 6M | -6.1% | +14.0% | -20.1% | -7.9% |
| YTD | +4.5% | +38.5% | -34.0% | +1.4% |
| 1Y | -5.3% | +65.4% | -70.7% | -8.6% |
| All | -5.3% | +67.7% | -73.0% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling