+38.7%
KNX vs GWW
+222.0%
-183.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | -5.6% | -3.4% | -2.2% | -3.8% |
| 30D | -4.4% | -1.9% | -2.5% | -3.4% |
| 3M | -17.3% | -2.4% | -14.9% | -16.7% |
| 6M | +22.6% | +15.7% | +6.9% | +12.2% |
| YTD | +31.1% | +27.6% | +3.6% | +13.4% |
| 1Y | +60.2% | +27.2% | +33.0% | +38.7% |
| 3Y | +35.8% | +89.7% | -53.9% | -3.1% |
| All | +38.7% | +222.0% | -183.3% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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