+4,727.8%
KNX vs PSA
+6,939.8%
-2,212.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | -3.6% | +3.2% | +0.9% |
| 30D | +1.0% | -9.4% | +10.4% | +4.9% |
| 3M | -12.6% | -8.2% | -4.5% | -9.8% |
| 6M | +21.1% | -1.8% | +22.9% | +21.5% |
| YTD | +33.2% | +15.7% | +17.4% | +25.3% |
| 1Y | +67.8% | +6.3% | +61.5% | +63.1% |
| 3Y | +37.3% | +21.6% | +15.7% | +25.1% |
| 5Y | +41.1% | +13.5% | +27.6% | +29.8% |
| 10Y | +170.6% | +101.3% | +69.4% | +90.4% |
| All | +4,727.8% | +6,939.8% | -2,212.0% | +1,398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling