+2,169.2%
KNX vs WCC
+1,758.7%
+410.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.1% | -2.3% |
| 7D | +6.4% | +8.5% | -2.1% | +4.2% |
| 30D | +1.4% | -1.0% | +2.4% | +1.6% |
| 3M | -12.0% | +2.1% | -14.2% | -13.1% |
| 6M | +25.2% | +36.8% | -11.7% | +14.4% |
| YTD | +36.6% | +47.7% | -11.1% | +22.3% |
| 1Y | +67.6% | +66.5% | +1.1% | +45.1% |
| 3Y | +40.8% | +134.2% | -93.3% | +8.6% |
| 5Y | +43.3% | +231.6% | -188.3% | -2.2% |
| 10Y | +170.1% | +508.1% | -338.0% | +45.5% |
| All | +2,169.2% | +1,758.7% | +410.5% | +697.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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