+38.7%
KNX vs WWD
+184.1%
-145.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -5.6% | -2.6% | -3.0% | -4.9% |
| 30D | -4.4% | -6.9% | +2.5% | -2.5% |
| 3M | -17.3% | -13.0% | -4.3% | -14.5% |
| 6M | +22.6% | -12.5% | +35.1% | +25.9% |
| YTD | +31.1% | +11.8% | +19.3% | +24.6% |
| 1Y | +60.2% | +41.1% | +19.1% | +40.7% |
| 3Y | +35.8% | +163.1% | -127.3% | -5.3% |
| All | +38.7% | +184.1% | -145.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling