+1,676.2%
PPL vs KNX
+5,284.4%
-3,608.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.4% |
| 7D | +2.7% | +7.4% | -4.7% | +1.9% |
| 30D | +0.5% | +2.0% | -1.5% | +0.2% |
| 3M | +0.7% | -7.9% | +8.5% | +1.4% |
| 6M | -7.6% | +14.4% | -22.0% | -9.4% |
| YTD | +1.8% | +38.9% | -37.1% | -2.5% |
| 1Y | -0.8% | +65.9% | -66.6% | -7.1% |
| 3Y | +56.9% | +35.8% | +21.0% | +48.5% |
| 5Y | +39.5% | +43.3% | -3.8% | +30.2% |
| 10Y | +55.4% | +179.6% | -124.2% | +32.2% |
| All | +1,676.2% | +5,284.4% | -3,608.3% | +1,191.8% |
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 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