+2,732.5%
WM vs KNX
+5,284.4%
-2,552.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.8% |
| 7D | -0.3% | +7.4% | -7.7% | -1.3% |
| 30D | -2.4% | +2.0% | -4.3% | -2.7% |
| 3M | +0.4% | -7.9% | +8.3% | +1.3% |
| 6M | -9.5% | +14.4% | -23.8% | -11.8% |
| YTD | +0.5% | +38.9% | -38.4% | -4.9% |
| 1Y | -1.1% | +65.9% | -67.0% | -9.1% |
| 3Y | +46.0% | +35.8% | +10.2% | +35.8% |
| 5Y | +51.8% | +43.3% | +8.5% | +38.4% |
| 10Y | +307.5% | +179.6% | +127.9% | +226.6% |
| All | +2,732.5% | +5,284.4% | -2,552.0% | +1,752.7% |
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