+65.4%
KNX vs PSKY
-26.0%
+91.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.5% |
| 7D | +7.1% | -0.2% | +7.2% | +7.1% |
| 30D | +1.7% | +24.0% | -22.3% | +0.8% |
| 3M | -8.1% | +2.2% | -10.3% | -8.2% |
| 6M | +14.0% | -9.0% | +23.0% | +14.2% |
| YTD | +38.5% | -18.1% | +56.7% | +37.2% |
| 1Y | +65.4% | -25.1% | +90.5% | +64.3% |
| All | +65.4% | -26.0% | +91.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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