+38.7%
KNX vs PSA
+13.7%
+25.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.8% |
| 7D | -5.6% | -1.8% | -3.8% | -4.9% |
| 30D | -4.4% | -8.4% | +4.0% | -1.1% |
| 3M | -17.3% | -7.8% | -9.5% | -14.8% |
| 6M | +22.6% | +0.8% | +21.8% | +21.6% |
| YTD | +31.1% | +16.5% | +14.7% | +22.9% |
| 1Y | +60.2% | +4.7% | +55.5% | +56.4% |
| 3Y | +35.8% | +21.1% | +14.7% | +23.8% |
| All | +38.7% | +13.7% | +25.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling