+135.0%
WFC vs KNX
+34.6%
+100.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.3% |
| 7D | +0.4% | -5.6% | +5.9% | +1.8% |
| 30D | +1.5% | -4.4% | +5.9% | +2.6% |
| 3M | +10.2% | -17.3% | +27.5% | +15.5% |
| 6M | +18.8% | +22.6% | -3.8% | +10.1% |
| YTD | -1.5% | +31.1% | -32.7% | -11.0% |
| 1Y | +13.5% | +60.2% | -46.7% | -4.6% |
| 3Y | +135.0% | +35.8% | +99.2% | +111.3% |
| All | +135.0% | +34.6% | +100.4% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling