+9,379.1%
WDC vs KNX
+4,983.8%
+4,395.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.4% |
| 7D | -4.3% | -5.6% | +1.3% | -2.4% |
| 30D | -1.5% | -4.4% | +2.9% | +0.1% |
| 3M | -15.5% | -17.3% | +1.8% | -9.8% |
| 6M | +66.5% | +22.6% | +43.8% | +53.5% |
| YTD | +159.9% | +31.1% | +128.7% | +133.6% |
| 1Y | +366.0% | +60.2% | +305.7% | +286.3% |
| 3Y | +1,285.8% | +35.8% | +1,250.1% | +1,098.4% |
| 5Y | +925.6% | +38.9% | +886.7% | +777.0% |
| 10Y | +1,206.5% | +166.5% | +1,040.1% | +754.3% |
| All | +9,379.1% | +4,983.8% | +4,395.4% | +3,196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling