+43.7%
PYPL vs KNX
+188.5%
-144.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.0% |
| 7D | -4.3% | +2.3% | -6.7% | -5.1% |
| 30D | -11.5% | +0.5% | -11.9% | -11.7% |
| 3M | +26.1% | -14.1% | +40.3% | +31.5% |
| 6M | +13.7% | +19.8% | -6.1% | +5.5% |
| YTD | -9.8% | +32.7% | -42.6% | -19.9% |
| 1Y | -22.1% | +62.3% | -84.4% | -35.8% |
| 3Y | -13.5% | +36.8% | -50.3% | -26.0% |
| 5Y | -81.6% | +41.8% | -123.4% | -84.6% |
| 10Y | +38.8% | +169.7% | -130.9% | -8.4% |
| All | +43.7% | +188.5% | -144.8% | -8.3% |
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