+773.5%
PM vs KNX
+502.1%
+271.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | -1.3% | +6.4% | -7.7% | -2.3% |
| 30D | -2.6% | +1.4% | -3.9% | -2.9% |
| 3M | +5.8% | -12.0% | +17.8% | +7.6% |
| 6M | +10.6% | +25.2% | -14.6% | +5.6% |
| YTD | +17.2% | +36.6% | -19.4% | +10.0% |
| 1Y | +17.6% | +67.6% | -50.0% | +6.1% |
| 3Y | +124.3% | +40.8% | +83.4% | +104.2% |
| 5Y | +125.1% | +43.3% | +81.7% | +100.9% |
| 10Y | +198.6% | +170.1% | +28.5% | +124.3% |
| All | +773.5% | +502.1% | +271.5% | +410.1% |
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