-17.5%
PINS vs KNX
+120.6%
-138.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -5.2% | +6.4% | -11.6% | -7.5% |
| 30D | -14.9% | +1.4% | -16.3% | -15.8% |
| 3M | -8.4% | -12.0% | +3.6% | -4.6% |
| 6M | +0.6% | +25.2% | -24.5% | -10.0% |
| YTD | -22.2% | +36.6% | -58.8% | -33.5% |
| 1Y | -46.9% | +67.6% | -114.5% | -58.8% |
| 3Y | -26.9% | +40.8% | -67.7% | -41.0% |
| 5Y | -63.0% | +43.3% | -106.3% | -70.8% |
| All | -17.5% | +120.6% | -138.1% | -47.5% |
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