+359.9%
KNX vs NWSA
+122.3%
+237.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | +2.3% | -3.1% | +5.4% | +3.5% |
| 30D | +0.5% | +4.3% | -3.8% | -1.2% |
| 3M | -14.1% | +9.2% | -23.4% | -17.4% |
| 6M | +19.8% | +21.6% | -1.8% | +10.3% |
| YTD | +32.7% | +14.2% | +18.5% | +24.7% |
| 1Y | +62.3% | +1.8% | +60.6% | +59.2% |
| 3Y | +36.8% | +44.4% | -7.6% | +16.9% |
| 5Y | +41.8% | +41.0% | +0.8% | +19.2% |
| 10Y | +169.7% | +150.0% | +19.6% | +69.9% |
| All | +359.9% | +122.3% | +237.6% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling