+1,139.1%
PSX vs KNX
+385.8%
+753.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.4% |
| 7D | +1.8% | +2.3% | -0.5% | +1.1% |
| 30D | +21.6% | +0.5% | +21.2% | +21.3% |
| 3M | +46.5% | -14.1% | +60.6% | +52.3% |
| 6M | +62.0% | +19.8% | +42.2% | +51.3% |
| YTD | +106.3% | +32.7% | +73.6% | +86.0% |
| 1Y | +103.0% | +62.3% | +40.6% | +70.4% |
| 3Y | +135.5% | +36.8% | +98.7% | +104.8% |
| 5Y | +368.5% | +41.8% | +326.7% | +291.9% |
| 10Y | +386.6% | +169.7% | +216.9% | +212.1% |
| All | +1,139.1% | +385.8% | +753.3% | +502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling