+5,005.6%
KNX vs WAT
+10,644.3%
-5,638.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | +6.4% | -0.7% | +7.1% | +6.6% |
| 30D | +1.4% | -1.0% | +2.4% | +1.6% |
| 3M | -12.0% | +10.9% | -22.9% | -14.2% |
| 6M | +25.2% | +33.2% | -8.0% | +16.4% |
| YTD | +36.6% | +6.1% | +30.5% | +33.7% |
| 1Y | +67.6% | +30.2% | +37.4% | +56.3% |
| 3Y | +40.8% | +52.9% | -12.1% | +25.5% |
| 5Y | +43.3% | -5.1% | +48.5% | +40.0% |
| 10Y | +170.1% | +152.6% | +17.5% | +114.1% |
| All | +5,005.6% | +10,644.3% | -5,638.7% | +3,129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling