+164.3%
KNX vs WST
+341.6%
-177.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +1.0% | -2.0% | +3.0% | +1.4% |
| 3M | -12.6% | +4.1% | -16.7% | -13.5% |
| 6M | +21.1% | +47.4% | -26.3% | +10.9% |
| YTD | +33.2% | +25.4% | +7.8% | +26.0% |
| 1Y | +67.8% | +35.3% | +32.5% | +55.4% |
| 3Y | +37.3% | -11.7% | +49.0% | +33.3% |
| 5Y | +41.1% | -24.0% | +65.1% | +37.5% |
| All | +164.3% | +341.6% | -177.4% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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