+453.2%
KNX vs WPM
+6,037.2%
-5,584.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | +2.3% | +3.9% | -1.6% | +2.0% |
| 30D | +0.5% | +17.7% | -17.2% | -1.2% |
| 3M | -14.1% | +39.4% | -53.6% | -17.1% |
| 6M | +19.8% | +6.4% | +13.3% | +18.3% |
| YTD | +32.7% | +34.0% | -1.2% | +27.9% |
| 1Y | +62.3% | +50.5% | +11.8% | +54.3% |
| 3Y | +36.8% | +280.3% | -243.5% | +17.1% |
| 5Y | +41.8% | +266.3% | -224.6% | +20.6% |
| 10Y | +169.7% | +550.8% | -381.1% | +110.4% |
| All | +453.2% | +6,037.2% | -5,584.0% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling