+4,850.9%
KNX vs WWD
+16,067.8%
-11,216.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | +6.4% | +0.8% | +5.6% | +6.2% |
| 30D | +1.4% | -6.4% | +7.8% | +3.3% |
| 3M | -12.0% | -5.6% | -6.4% | -11.1% |
| 6M | +25.2% | -9.1% | +34.3% | +27.4% |
| YTD | +36.6% | +12.5% | +24.1% | +30.2% |
| 1Y | +67.6% | +41.3% | +26.3% | +48.5% |
| 3Y | +40.8% | +170.2% | -129.4% | +1.3% |
| 5Y | +43.3% | +192.5% | -149.1% | -1.1% |
| 10Y | +170.1% | +476.9% | -306.8% | +42.9% |
| All | +4,850.9% | +16,067.8% | -11,216.9% | +1,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling