+164.3%
KNX vs IWD
+201.1%
-36.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -0.5% | -2.3% | +1.8% | +1.8% |
| 30D | +1.0% | -1.8% | +2.8% | +2.8% |
| 3M | -12.6% | +8.0% | -20.7% | -19.0% |
| 6M | +21.1% | +17.0% | +4.1% | +4.0% |
| YTD | +33.2% | +21.3% | +11.9% | +10.8% |
| 1Y | +67.8% | +27.9% | +39.8% | +32.8% |
| 3Y | +37.3% | +70.1% | -32.7% | -14.9% |
| 5Y | +41.1% | +74.2% | -33.1% | -13.8% |
| All | +164.3% | +201.1% | -36.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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