+160.2%
KNX vs BBWI
-55.0%
+215.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -8.0% | -2.8% |
| 7D | -5.6% | -4.8% | -0.8% | -4.8% |
| 30D | -4.4% | +3.5% | -7.9% | -5.3% |
| 3M | -17.3% | -0.3% | -17.0% | -18.0% |
| 6M | +22.6% | -5.4% | +28.0% | +21.9% |
| YTD | +31.1% | -4.7% | +35.9% | +30.0% |
| 1Y | +60.2% | -30.5% | +90.7% | +67.0% |
| 3Y | +35.8% | -44.3% | +80.1% | +43.7% |
| 5Y | +38.9% | -66.9% | +105.8% | +56.0% |
| All | +160.2% | -55.0% | +215.2% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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