+362.6%
PSX vs KNX
+37.6%
+325.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +1.7% | -5.6% | +7.3% | +3.0% |
| 30D | +15.6% | -4.4% | +20.0% | +16.7% |
| 3M | +46.5% | -17.3% | +63.8% | +52.5% |
| 6M | +55.0% | +22.6% | +32.4% | +45.6% |
| YTD | +105.3% | +31.1% | +74.1% | +88.4% |
| 1Y | +101.6% | +60.2% | +41.4% | +73.5% |
| 3Y | +134.1% | +35.8% | +98.4% | +107.3% |
| All | +362.6% | +37.6% | +325.0% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 5y: compounded portfolio wealth divided by compounded KNX 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…
5y analysis · Full analysis span regression · 6 months rolling