+2,145.1%
KNX vs WCN
+6,686.9%
-4,541.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.6% |
| 7D | +2.3% | -1.7% | +4.1% | +2.7% |
| 30D | +0.5% | -3.0% | +3.5% | +1.1% |
| 3M | -14.1% | +2.5% | -16.7% | -14.8% |
| 6M | +19.8% | -5.7% | +25.5% | +20.9% |
| YTD | +32.7% | -7.4% | +40.2% | +34.4% |
| 1Y | +62.3% | -8.6% | +70.9% | +64.7% |
| 3Y | +36.8% | +19.4% | +17.5% | +30.0% |
| 5Y | +41.8% | +27.2% | +14.6% | +32.5% |
| 10Y | +169.7% | +238.5% | -68.9% | +107.8% |
| All | +2,145.1% | +6,686.9% | -4,541.8% | +1,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling