+35.8%
KNX vs WTW
+61.9%
-26.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -4.7% |
| 30D | -4.4% | -7.3% | +2.8% | -3.4% |
| 3M | -17.3% | +21.5% | -38.8% | -20.7% |
| 6M | +22.6% | +9.6% | +13.0% | +19.7% |
| YTD | +31.1% | -3.3% | +34.4% | +31.8% |
| 1Y | +60.2% | -6.1% | +66.3% | +62.0% |
| 3Y | +35.8% | +61.8% | -26.1% | +27.2% |
| All | +35.8% | +61.9% | -26.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling