+67.8%
KNX vs WST
+37.8%
+30.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.4% |
| 6M | +21.1% | +47.4% | -26.3% | +11.8% |
| YTD | +33.2% | +25.4% | +7.8% | +25.1% |
| 1Y | +67.8% | +35.3% | +32.5% | +52.5% |
| All | +67.8% | +37.8% | +30.0% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling