+19.8%
KNX vs PSA
-1.9%
+21.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.0% |
| 7D | +2.3% | -2.2% | +4.6% | +3.1% |
| 30D | +0.5% | -9.6% | +10.0% | +4.1% |
| 3M | -14.1% | -7.9% | -6.2% | -11.7% |
| 6M | +19.8% | -2.0% | +21.8% | +18.3% |
| All | +19.8% | -1.9% | +21.7% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling