+65.4%
KNX vs PSA
+7.3%
+58.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +7.1% | -3.7% | +10.7% | +8.9% |
| 30D | +1.7% | -7.7% | +9.4% | +5.5% |
| 3M | -8.1% | -0.6% | -7.5% | -8.4% |
| 6M | +14.0% | -0.9% | +14.9% | +13.8% |
| YTD | +38.5% | +18.7% | +19.8% | +24.6% |
| 1Y | +65.4% | +7.6% | +57.8% | +58.7% |
| All | +65.4% | +7.3% | +58.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling