+35.8%
KNX vs WPM
+267.3%
-231.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | -5.6% | -0.6% | -5.0% | -5.6% |
| 30D | -4.4% | +14.4% | -18.8% | -5.0% |
| 3M | -17.3% | +37.0% | -54.3% | -18.5% |
| 6M | +22.6% | +4.1% | +18.5% | +21.8% |
| YTD | +31.1% | +31.7% | -0.6% | +29.8% |
| 1Y | +60.2% | +44.2% | +16.0% | +58.6% |
| 3Y | +35.8% | +265.5% | -229.7% | +16.6% |
| All | +35.8% | +267.3% | -231.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling