+35.8%
KNX vs PSKY
-18.9%
+54.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.8% |
| 7D | -5.6% | -2.4% | -3.2% | -5.3% |
| 30D | -4.4% | +11.6% | -16.0% | -5.6% |
| 3M | -17.3% | +1.5% | -18.9% | -17.6% |
| 6M | +22.6% | +7.7% | +14.9% | +20.9% |
| YTD | +31.1% | -20.1% | +51.3% | +33.5% |
| 1Y | +60.2% | -38.3% | +98.5% | +67.5% |
| 3Y | +35.8% | -17.7% | +53.5% | +28.4% |
| All | +35.8% | -18.9% | +54.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling