+330.8%
WM vs KNX
+98.5%
+232.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +1.2% | +3.8% | -2.7% | +0.7% |
| 30D | +15.2% | -2.0% | +17.2% | +15.5% |
| 3M | +8.3% | -13.2% | +21.5% | +10.2% |
| 6M | +13.1% | +3.6% | +9.5% | +11.8% |
| YTD | +12.5% | +19.1% | -6.6% | +8.5% |
| 1Y | +21.8% | +39.5% | -17.7% | +14.7% |
| 3Y | +48.8% | +28.7% | +20.1% | +39.0% |
| 5Y | +62.1% | +8.5% | +53.6% | +53.6% |
| All | +330.8% | +98.5% | +232.3% | +259.1% |
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