+160.2%
KNX vs PSLV
+190.6%
-30.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | -3.5% | -2.1% | -5.3% |
| 30D | -4.4% | -2.1% | -2.3% | -4.3% |
| 3M | -17.3% | -1.6% | -15.7% | -17.3% |
| 6M | +22.6% | -25.5% | +48.1% | +24.7% |
| YTD | +31.1% | -11.4% | +42.6% | +29.6% |
| 1Y | +60.2% | +48.6% | +11.6% | +49.8% |
| 3Y | +35.8% | +166.9% | -131.1% | +18.7% |
| 5Y | +38.9% | +152.4% | -113.5% | +20.8% |
| All | +160.2% | +190.6% | -30.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling