+160.2%
KNX vs NWSA
+149.4%
+10.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -2.8% | -2.8% | -4.5% |
| 30D | -4.4% | +3.0% | -7.4% | -5.6% |
| 3M | -17.3% | +12.3% | -29.6% | -21.4% |
| 6M | +22.6% | +21.9% | +0.8% | +12.4% |
| YTD | +31.1% | +13.6% | +17.6% | +23.2% |
| 1Y | +60.2% | +0.5% | +59.7% | +57.7% |
| 3Y | +35.8% | +43.8% | -8.0% | +15.4% |
| 5Y | +38.9% | +41.2% | -2.3% | +15.7% |
| All | +160.2% | +149.4% | +10.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling