+41.8%
KNX vs IWD
+72.9%
-31.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.1% |
| 7D | +2.3% | -1.2% | +3.5% | +3.8% |
| 30D | +0.5% | -1.6% | +2.1% | +2.5% |
| 3M | -14.1% | +7.0% | -21.1% | -21.1% |
| 6M | +19.8% | +17.0% | +2.8% | -1.4% |
| YTD | +32.7% | +21.6% | +11.1% | +4.6% |
| 1Y | +62.3% | +28.0% | +34.3% | +20.5% |
| 3Y | +36.8% | +70.6% | -33.7% | -25.2% |
| 5Y | +41.8% | +73.3% | -31.6% | -22.3% |
| All | +41.8% | +72.9% | -31.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling