+11,976.3%
PH vs KNX
+5,045.1%
+6,931.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.7% |
| 30D | -10.3% | +0.5% | -10.8% | -10.5% |
| 3M | +5.1% | -14.1% | +19.2% | +9.2% |
| 6M | +2.3% | +19.8% | -17.5% | -4.2% |
| YTD | +8.7% | +32.7% | -24.0% | -1.5% |
| 1Y | +26.8% | +62.3% | -35.6% | +7.4% |
| 3Y | +139.2% | +36.8% | +102.4% | +110.4% |
| 5Y | +251.1% | +41.8% | +209.3% | +203.0% |
| 10Y | +812.6% | +169.7% | +642.9% | +545.1% |
| All | +11,976.3% | +5,045.1% | +6,931.2% | +5,781.6% |
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 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