+36.8%
PPL vs KNX
+38.8%
-2.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | -1.3% | +0.5% | -1.7% | -1.4% |
| 3M | -2.6% | -14.1% | +11.6% | -1.3% |
| 6M | -8.4% | +19.8% | -28.2% | -10.6% |
| YTD | +0.2% | +32.7% | -32.5% | -3.5% |
| 1Y | -0.2% | +62.3% | -62.6% | -6.7% |
| 3Y | +52.9% | +36.8% | +16.1% | +44.4% |
| 5Y | +36.8% | +41.8% | -4.9% | +24.8% |
| All | +36.8% | +38.8% | -2.0% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling