+160.2%
KNX vs WAB
+296.8%
-136.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -4.4% | -4.1% | -0.3% | -2.7% |
| 3M | -17.3% | +8.2% | -25.5% | -20.4% |
| 6M | +22.6% | +15.4% | +7.2% | +14.8% |
| YTD | +31.1% | +33.1% | -2.0% | +16.1% |
| 1Y | +60.2% | +48.1% | +12.1% | +35.8% |
| 3Y | +35.8% | +167.7% | -132.0% | -8.2% |
| 5Y | +38.9% | +225.7% | -186.8% | -13.1% |
| All | +160.2% | +296.8% | -136.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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