+113.2%
WDC vs KNX
+45.0%
+68.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -6.5% |
| 7D | -18.3% | +2.5% | -20.8% | -19.0% |
| 30D | -26.7% | -4.4% | -22.3% | -25.7% |
| 3M | -40.9% | -12.7% | -28.3% | -38.2% |
| 6M | -26.8% | +0.9% | -27.7% | -26.8% |
| YTD | +88.2% | +20.3% | +67.9% | +77.5% |
| 1Y | +113.2% | +40.9% | +72.2% | +104.7% |
| All | +113.2% | +45.0% | +68.2% | +104.7% |
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