+160.2%
KNX vs WY
+7.6%
+152.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -5.6% | -4.2% | -1.4% | -3.9% |
| 30D | -4.4% | -10.1% | +5.7% | -0.3% |
| 3M | -17.3% | -8.5% | -8.8% | -14.7% |
| 6M | +22.6% | -3.3% | +26.0% | +23.5% |
| YTD | +31.1% | -4.4% | +35.5% | +32.4% |
| 1Y | +60.2% | -11.5% | +71.7% | +66.7% |
| 3Y | +35.8% | -24.3% | +60.1% | +49.4% |
| 5Y | +38.9% | -21.3% | +60.2% | +49.7% |
| All | +160.2% | +7.6% | +152.7% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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