+160.2%
KNX vs WSM
+1,071.8%
-911.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -4.4% | -7.7% | +3.3% | -2.4% |
| 3M | -17.3% | +3.8% | -21.1% | -18.3% |
| 6M | +22.6% | +22.7% | 0.0% | +15.6% |
| YTD | +31.1% | +28.0% | +3.1% | +22.3% |
| 1Y | +60.2% | +12.7% | +47.5% | +54.1% |
| 3Y | +35.8% | +231.3% | -195.5% | -4.9% |
| 5Y | +38.9% | +177.2% | -138.3% | -1.9% |
| All | +160.2% | +1,071.8% | -911.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling