+8,746.5%
PWR vs KNX
+2,340.2%
+6,406.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +5.7% |
| 7D | +4.2% | -5.6% | +9.8% | +6.2% |
| 30D | -4.0% | -4.4% | +0.4% | -2.7% |
| 3M | -4.8% | -17.3% | +12.6% | +1.1% |
| 6M | +14.6% | +22.6% | -8.0% | +5.4% |
| YTD | +54.2% | +31.1% | +23.1% | +37.6% |
| 1Y | +67.1% | +60.2% | +6.9% | +37.7% |
| 3Y | +218.5% | +35.8% | +182.7% | +168.6% |
| 5Y | +466.3% | +38.9% | +427.4% | +363.0% |
| 10Y | +2,520.4% | +166.5% | +2,353.9% | +1,489.7% |
| All | +8,746.5% | +2,340.2% | +6,406.3% | +2,837.7% |
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