-80.6%
PYPL vs KNX
+37.6%
-118.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -2.3% | -5.6% | +3.3% | -0.2% |
| 30D | -9.0% | -4.4% | -4.6% | -7.7% |
| 3M | +30.6% | -17.3% | +47.9% | +39.0% |
| 6M | +18.6% | +22.6% | -4.1% | +7.0% |
| YTD | -7.2% | +31.1% | -38.3% | -19.7% |
| 1Y | -19.3% | +60.2% | -79.5% | -36.9% |
| 3Y | -12.3% | +35.8% | -48.0% | -28.4% |
| All | -80.6% | +37.6% | -118.2% | -84.8% |
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