+5,875.0%
KNX vs WAB
+4,056.8%
+1,818.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +0.5% | -4.6% | +5.0% | +2.1% |
| 3M | -14.1% | +5.6% | -19.8% | -16.0% |
| 6M | +19.8% | +13.8% | +6.0% | +14.2% |
| YTD | +32.7% | +31.9% | +0.9% | +20.7% |
| 1Y | +62.3% | +48.3% | +14.1% | +41.9% |
| 3Y | +36.8% | +167.1% | -130.3% | -1.3% |
| 5Y | +41.8% | +222.9% | -181.1% | -4.3% |
| 10Y | +169.7% | +289.9% | -120.2% | +60.4% |
| All | +5,875.0% | +4,056.8% | +1,818.2% | +1,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling