+35.8%
KNX vs WSM
+230.1%
-194.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -4.4% | -7.7% | +3.3% | -2.2% |
| 3M | -17.3% | +3.8% | -21.1% | -18.4% |
| 6M | +22.6% | +22.7% | 0.0% | +15.2% |
| YTD | +31.1% | +28.0% | +3.1% | +22.0% |
| 1Y | +60.2% | +12.7% | +47.5% | +53.5% |
| 3Y | +35.8% | +231.3% | -195.5% | +0.1% |
| All | +35.8% | +230.1% | -194.3% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling