+7,681.2%
WELL vs KNX
+5,045.1%
+2,636.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.1% |
| 7D | -1.1% | +2.3% | -3.5% | -1.6% |
| 30D | +0.7% | +0.5% | +0.3% | +0.6% |
| 3M | +14.5% | -14.1% | +28.7% | +17.2% |
| 6M | +14.4% | +19.8% | -5.4% | +10.1% |
| YTD | +28.5% | +32.7% | -4.3% | +21.1% |
| 1Y | +41.8% | +62.3% | -20.6% | +28.4% |
| 3Y | +202.8% | +36.8% | +166.0% | +177.1% |
| 5Y | +208.8% | +41.8% | +167.0% | +177.5% |
| 10Y | +356.5% | +169.7% | +186.9% | +253.8% |
| All | +7,681.2% | +5,045.1% | +2,636.1% | +4,684.7% |
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 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