+54.6%
PPL vs KNX
+170.9%
-116.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -2.2% | +1.0% | -3.2% | -2.5% |
| 3M | -3.1% | -12.6% | +9.6% | -1.4% |
| 6M | -8.1% | +21.1% | -29.2% | -11.3% |
| YTD | 0.0% | +33.2% | -33.2% | -5.1% |
| 1Y | -1.3% | +67.8% | -69.1% | -10.1% |
| 3Y | +52.7% | +37.3% | +15.4% | +41.2% |
| 5Y | +37.4% | +41.1% | -3.7% | +24.5% |
| All | +54.6% | +170.9% | -116.3% | +28.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling