+1,696.0%
PPL vs KNX
+4,518.5%
-2,822.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -2.2% | +3.8% | -6.0% | -2.6% |
| 30D | +1.7% | -2.0% | +3.7% | +1.8% |
| 3M | +0.1% | -13.2% | +13.3% | +1.5% |
| 6M | -1.5% | +3.6% | -5.2% | -2.4% |
| YTD | +3.0% | +19.1% | -16.2% | +0.2% |
| 1Y | -1.4% | +39.5% | -40.9% | -5.9% |
| 3Y | +53.5% | +28.7% | +24.8% | +46.0% |
| 5Y | +46.4% | +8.5% | +37.9% | +40.8% |
| 10Y | +64.3% | +100.2% | -36.0% | +44.6% |
| All | +1,696.0% | +4,518.5% | -2,822.5% | +1,226.6% |
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