+249.6%
PH vs KNX
+37.6%
+212.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | -1.3% | -5.6% | +4.3% | +0.9% |
| 30D | -11.0% | -4.4% | -6.6% | -9.6% |
| 3M | +5.5% | -17.3% | +22.8% | +12.7% |
| 6M | +1.5% | +22.6% | -21.2% | -8.6% |
| YTD | +8.8% | +31.1% | -22.4% | -5.3% |
| 1Y | +24.5% | +60.2% | -35.7% | -1.9% |
| 3Y | +141.2% | +35.8% | +105.4% | +98.9% |
| All | +249.6% | +37.6% | +212.0% | +180.2% |
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