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  • PPL vs KNX✓SelectedUSD · KNXPPL vs KNX performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

PPL vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,676.2%
KNX return
+5,284.4%
Excess return
-3,608.3%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
1D0.0%+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