+35.8%
KNX vs WAT
+54.7%
-19.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -4.4% | -1.9% | -2.5% | -3.8% |
| 3M | -17.3% | +13.5% | -30.8% | -21.3% |
| 6M | +22.6% | +37.2% | -14.6% | +7.4% |
| YTD | +31.1% | +7.5% | +23.6% | +26.1% |
| 1Y | +60.2% | +35.0% | +25.2% | +40.4% |
| 3Y | +35.8% | +55.1% | -19.3% | +8.2% |
| All | +35.8% | +54.7% | -19.0% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling