+65.4%
KNX vs NWSA
+5.5%
+59.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.8% |
| 7D | +7.1% | -1.9% | +8.9% | +7.4% |
| 30D | +1.7% | +4.6% | -2.9% | +0.8% |
| 3M | -8.1% | +13.2% | -21.4% | -10.1% |
| 6M | +14.0% | +27.0% | -13.0% | +7.7% |
| YTD | +38.5% | +16.8% | +21.7% | +33.4% |
| 1Y | +65.4% | +4.5% | +60.9% | +59.6% |
| All | +65.4% | +5.5% | +59.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling