+4,727.8%
KNX vs WY
+335.6%
+4,392.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.4% |
| 7D | -0.5% | -3.7% | +3.2% | +0.9% |
| 30D | +1.0% | -11.3% | +12.3% | +5.6% |
| 3M | -12.6% | -8.1% | -4.5% | -10.2% |
| 6M | +21.1% | -7.4% | +28.5% | +24.0% |
| YTD | +33.2% | -4.7% | +37.9% | +34.6% |
| 1Y | +67.8% | -9.2% | +77.0% | +72.6% |
| 3Y | +37.3% | -24.7% | +62.0% | +50.9% |
| 5Y | +41.1% | -21.6% | +62.6% | +51.4% |
| 10Y | +170.6% | +6.7% | +164.0% | +137.8% |
| All | +4,727.8% | +335.6% | +4,392.2% | +2,476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling