+60.2%
KNX vs WWD
+41.6%
+18.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.6% | -2.6% | -3.0% | -5.1% |
| 30D | -4.4% | -6.9% | +2.5% | -3.2% |
| 3M | -17.3% | -13.0% | -4.3% | -15.8% |
| 6M | +22.6% | -12.5% | +35.1% | +23.9% |
| YTD | +31.1% | +11.8% | +19.3% | +28.4% |
| 1Y | +60.2% | +41.1% | +19.1% | +61.4% |
| All | +60.2% | +41.6% | +18.7% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling