+55.3%
PPL vs KNX
+39.7%
+15.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +1.8% | +6.4% | -4.6% | +1.5% |
| 30D | -1.1% | +1.4% | -2.5% | -1.2% |
| 3M | 0.0% | -12.0% | +12.1% | +0.5% |
| 6M | -7.6% | +25.2% | -32.7% | -8.8% |
| YTD | +1.7% | +36.6% | -34.9% | -0.2% |
| 1Y | +1.5% | +67.6% | -66.1% | -2.0% |
| 3Y | +55.3% | +40.8% | +14.4% | +56.1% |
| All | +55.3% | +39.7% | +15.5% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling