+35.8%
KNX vs NWSA
+43.3%
-7.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.7% |
| 3M | -17.3% | +12.3% | -29.6% | -21.6% |
| 6M | +22.6% | +21.9% | +0.8% | +11.3% |
| YTD | +31.1% | +13.6% | +17.6% | +22.6% |
| 1Y | +60.2% | +0.5% | +59.7% | +59.2% |
| 3Y | +35.8% | +43.8% | -8.0% | +16.2% |
| All | +35.8% | +43.3% | -7.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling