+2,781.7%
KNX vs IWF
+713.0%
+2,068.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +1.1% |
| 7D | -0.5% | -1.7% | +1.2% | +0.9% |
| 30D | +1.0% | -1.8% | +2.9% | +2.6% |
| 3M | -12.6% | +1.5% | -14.1% | -13.8% |
| 6M | +21.1% | +7.7% | +13.4% | +13.9% |
| YTD | +33.2% | +2.7% | +30.5% | +29.9% |
| 1Y | +67.8% | +6.8% | +61.0% | +58.3% |
| 3Y | +37.3% | +76.9% | -39.6% | -14.3% |
| 5Y | +41.1% | +73.4% | -32.3% | -12.3% |
| 10Y | +170.6% | +416.4% | -245.8% | -34.4% |
| All | +2,781.7% | +713.0% | +2,068.7% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling