+2,905.3%
KNX vs IWD
+726.5%
+2,178.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.4% |
| 7D | +7.4% | -0.3% | +7.6% | +7.6% |
| 30D | +2.0% | +0.6% | +1.4% | +1.3% |
| 3M | -7.9% | +7.2% | -15.1% | -13.8% |
| 6M | +14.4% | +16.2% | -1.8% | -0.6% |
| YTD | +38.9% | +23.3% | +15.6% | +14.4% |
| 1Y | +65.9% | +29.6% | +36.3% | +30.6% |
| 3Y | +35.8% | +70.5% | -34.6% | -15.9% |
| 5Y | +43.3% | +73.5% | -30.1% | -12.1% |
| 10Y | +179.6% | +198.3% | -18.7% | +1.9% |
| All | +2,905.3% | +726.5% | +2,178.8% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling