+210.9%
PM vs KNX
+166.7%
+44.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +4.7% | -5.6% | +10.3% | +5.4% |
| 30D | +2.6% | -4.4% | +7.0% | +3.1% |
| 3M | +6.6% | -17.3% | +23.9% | +8.8% |
| 6M | +16.5% | +22.6% | -6.1% | +12.7% |
| YTD | +21.2% | +31.1% | -10.0% | +15.9% |
| 1Y | +17.9% | +60.2% | -42.3% | +9.3% |
| 3Y | +129.8% | +35.8% | +94.1% | +114.4% |
| 5Y | +133.0% | +38.9% | +94.1% | +113.4% |
| All | +210.9% | +166.7% | +44.2% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling