+38.7%
KNX vs WCN
+24.9%
+13.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -3.1% | -2.5% | -4.7% |
| 30D | -4.4% | -3.4% | -1.0% | -3.5% |
| 3M | -17.3% | +3.0% | -20.3% | -18.2% |
| 6M | +22.6% | -3.8% | +26.4% | +23.5% |
| YTD | +31.1% | -8.3% | +39.5% | +33.9% |
| 1Y | +60.2% | -9.7% | +70.0% | +64.3% |
| 3Y | +35.8% | +17.2% | +18.6% | +21.4% |
| All | +38.7% | +24.9% | +13.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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