+160.2%
KNX vs WTW
+198.0%
-37.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.6% | -5.7% | +0.1% | -3.6% |
| 30D | -4.4% | -7.3% | +2.8% | -2.0% |
| 3M | -17.3% | +21.5% | -38.8% | -23.7% |
| 6M | +22.6% | +9.6% | +13.0% | +16.8% |
| YTD | +31.1% | -3.3% | +34.4% | +30.6% |
| 1Y | +60.2% | -6.1% | +66.3% | +61.0% |
| 3Y | +35.8% | +61.8% | -26.1% | +7.1% |
| 5Y | +38.9% | +42.7% | -3.8% | +14.2% |
| All | +160.2% | +198.0% | -37.8% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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