+349.8%
WELL vs KNX
+166.7%
+183.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -0.2% | -5.6% | +5.4% | +0.7% |
| 30D | +2.3% | -4.4% | +6.7% | +3.0% |
| 3M | +12.3% | -17.3% | +29.6% | +15.4% |
| 6M | +15.6% | +22.6% | -7.0% | +11.0% |
| YTD | +28.3% | +31.1% | -2.8% | +21.4% |
| 1Y | +41.9% | +60.2% | -18.3% | +29.1% |
| 3Y | +198.3% | +35.8% | +162.6% | +174.0% |
| 5Y | +206.4% | +38.9% | +167.5% | +176.0% |
| All | +349.8% | +166.7% | +183.0% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling