+140.0%
WBD vs KNX
+68.2%
+71.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.6% |
| 7D | -1.8% | +7.4% | -9.2% | -2.1% |
| 30D | +8.8% | +2.0% | +6.8% | +8.7% |
| 3M | +4.6% | -7.9% | +12.5% | +5.0% |
| 6M | +1.1% | +14.4% | -13.3% | +1.1% |
| YTD | -2.0% | +38.9% | -40.9% | -1.4% |
| 1Y | +140.0% | +65.9% | +74.1% | +154.1% |
| All | +140.0% | +68.2% | +71.8% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling