+35.8%
KNX vs WU
-28.7%
+64.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -3.5% | -2.1% | -4.7% |
| 30D | -4.4% | -2.9% | -1.5% | -3.7% |
| 3M | -17.3% | -2.3% | -15.1% | -17.9% |
| 6M | +22.6% | -25.4% | +48.0% | +31.8% |
| YTD | +31.1% | -21.2% | +52.4% | +38.0% |
| 1Y | +60.2% | -8.9% | +69.1% | +59.1% |
| 3Y | +35.8% | -29.0% | +64.7% | +45.0% |
| All | +35.8% | -28.7% | +64.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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