+37.4%
KNX vs WST
-13.7%
+51.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | +0.5% | -4.3% | +4.8% | +1.0% |
| 3M | -14.1% | +0.7% | -14.9% | -14.2% |
| 6M | +19.8% | +36.0% | -16.3% | +15.5% |
| YTD | +32.7% | +22.7% | +10.0% | +29.1% |
| 1Y | +62.3% | +34.1% | +28.2% | +56.2% |
| All | +37.4% | -13.7% | +51.1% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling