+160.2%
KNX vs IWF
+422.7%
-262.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -5.6% | -0.9% | -4.7% | -5.0% |
| 30D | -4.4% | -1.7% | -2.7% | -3.2% |
| 3M | -17.3% | +0.7% | -18.0% | -17.9% |
| 6M | +22.6% | +8.6% | +14.1% | +15.6% |
| YTD | +31.1% | +3.5% | +27.6% | +27.7% |
| 1Y | +60.2% | +7.0% | +53.2% | +52.0% |
| 3Y | +35.8% | +76.3% | -40.6% | -10.2% |
| 5Y | +38.9% | +74.8% | -35.8% | -9.2% |
| All | +160.2% | +422.7% | -262.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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