+4,850.9%
KNX vs BBWI
+922.1%
+3,928.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.5% | -0.9% |
| 7D | +6.4% | +1.6% | +4.8% | +6.0% |
| 30D | +1.4% | -6.2% | +7.6% | +2.6% |
| 3M | -12.0% | +4.3% | -16.4% | -13.8% |
| 6M | +25.2% | -7.2% | +32.3% | +24.7% |
| YTD | +36.6% | -3.0% | +39.6% | +34.4% |
| 1Y | +67.6% | -30.8% | +98.3% | +76.4% |
| 3Y | +40.8% | -43.4% | +84.2% | +50.1% |
| 5Y | +43.3% | -66.7% | +110.1% | +66.2% |
| 10Y | +170.1% | -55.7% | +225.8% | +148.1% |
| All | +4,850.9% | +922.1% | +3,928.7% | +1,983.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling