+41.1%
KNX vs BBWI
-69.5%
+110.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -0.5% | -8.0% | +7.5% | +1.5% |
| 30D | +1.0% | -6.6% | +7.6% | +2.3% |
| 3M | -12.6% | -2.7% | -9.9% | -13.0% |
| 6M | +21.1% | -12.8% | +33.9% | +22.6% |
| YTD | +33.2% | -10.5% | +43.7% | +33.7% |
| 1Y | +67.8% | -35.3% | +103.1% | +80.6% |
| 3Y | +37.3% | -47.7% | +85.1% | +49.2% |
| 5Y | +41.1% | -68.9% | +109.9% | +72.2% |
| All | +41.1% | -69.5% | +110.6% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling