+37.9%
KNX vs WWD
+164.0%
-126.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | +1.0% | -6.6% | +7.6% | +2.8% |
| 3M | -12.6% | -9.3% | -3.3% | -11.2% |
| 6M | +21.1% | -13.6% | +34.7% | +24.2% |
| YTD | +33.2% | +10.4% | +22.8% | +27.4% |
| 1Y | +67.8% | +39.9% | +27.9% | +49.2% |
| All | +37.9% | +164.0% | -126.2% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling