+41.1%
KNX vs WING
-35.5%
+76.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +1.0% | -0.5% | +1.5% | +0.7% |
| 3M | -12.6% | -23.9% | +11.2% | -9.6% |
| 6M | +21.1% | -48.9% | +70.0% | +32.5% |
| YTD | +33.2% | -53.3% | +86.5% | +46.5% |
| 1Y | +67.8% | -60.3% | +128.1% | +88.5% |
| 3Y | +37.3% | -30.1% | +67.4% | +31.0% |
| 5Y | +41.1% | -36.2% | +77.3% | +16.0% |
| All | +41.1% | -35.5% | +76.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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