+323.1%
KNX vs PSKY
-45.6%
+368.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.5% | -1.6% |
| 7D | +2.3% | -6.8% | +9.2% | +4.0% |
| 30D | +0.5% | +10.2% | -9.8% | -1.9% |
| 3M | -14.1% | +0.3% | -14.4% | -14.5% |
| 6M | +19.8% | -7.8% | +27.5% | +20.7% |
| YTD | +32.7% | -23.0% | +55.7% | +38.3% |
| 1Y | +62.3% | -31.6% | +94.0% | +71.2% |
| 3Y | +36.8% | -21.3% | +58.2% | +29.9% |
| 5Y | +41.8% | -71.5% | +113.2% | +64.8% |
| 10Y | +169.7% | -75.6% | +245.3% | +181.0% |
| All | +323.1% | -45.6% | +368.7% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling