+41.1%
KNX vs WAT
-5.3%
+46.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -0.5% | -2.9% | +2.4% | +0.6% |
| 30D | +1.0% | -3.2% | +4.2% | +2.2% |
| 3M | -12.6% | +10.6% | -23.2% | -16.2% |
| 6M | +21.1% | +34.0% | -13.0% | +6.4% |
| YTD | +33.2% | +5.7% | +27.5% | +28.4% |
| 1Y | +67.8% | +37.1% | +30.7% | +45.1% |
| 3Y | +37.3% | +52.4% | -15.1% | +9.8% |
| 5Y | +41.1% | -4.4% | +45.5% | +21.1% |
| All | +41.1% | -5.3% | +46.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling