-66.3%
PINS vs KNX
+41.0%
-107.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.8% | -6.4% | -8.1% |
| 7D | -13.9% | +2.3% | -16.2% | -14.7% |
| 30D | -25.0% | +0.5% | -25.5% | -25.4% |
| 3M | -16.6% | -14.1% | -2.5% | -12.0% |
| 6M | -7.0% | +19.8% | -26.7% | -16.1% |
| YTD | -29.4% | +32.7% | -62.1% | -40.0% |
| 1Y | -49.9% | +62.3% | -112.2% | -61.9% |
| 3Y | -33.6% | +36.8% | -70.5% | -47.6% |
| All | -66.3% | +41.0% | -107.3% | -77.2% |
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