+45.1%
WM vs KNX
+39.7%
+5.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -0.9% | +6.4% | -7.3% | -1.0% |
| 30D | -4.3% | +1.4% | -5.7% | -4.4% |
| 3M | +0.8% | -12.0% | +12.8% | +1.0% |
| 6M | -10.8% | +25.2% | -35.9% | -11.4% |
| YTD | -0.1% | +36.6% | -36.6% | -1.1% |
| 1Y | +1.0% | +67.6% | -66.6% | -0.6% |
| 3Y | +45.1% | +40.8% | +4.3% | +45.8% |
| All | +45.1% | +39.7% | +5.4% | +45.8% |
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