+38.7%
KNX vs WST
-23.9%
+62.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | +1.8% | -7.4% | -5.9% |
| 30D | -4.4% | -1.7% | -2.7% | -4.1% |
| 3M | -17.3% | +4.9% | -22.2% | -18.2% |
| 6M | +22.6% | +45.5% | -22.9% | +13.8% |
| YTD | +31.1% | +26.1% | +5.0% | +24.7% |
| 1Y | +60.2% | +31.7% | +28.5% | +50.5% |
| 3Y | +35.8% | -12.1% | +47.8% | +33.8% |
| All | +38.7% | -23.9% | +62.7% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling