+160.2%
KNX vs WWD
+498.2%
-338.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | -5.6% | -2.6% | -3.0% | -4.8% |
| 30D | -4.4% | -6.9% | +2.5% | -2.3% |
| 3M | -17.3% | -13.0% | -4.3% | -14.2% |
| 6M | +22.6% | -12.5% | +35.1% | +26.3% |
| YTD | +31.1% | +11.8% | +19.3% | +24.5% |
| 1Y | +60.2% | +41.1% | +19.1% | +40.3% |
| 3Y | +35.8% | +163.1% | -127.3% | -5.1% |
| 5Y | +38.9% | +187.6% | -148.7% | -7.9% |
| All | +160.2% | +498.2% | -338.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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