+3,021.7%
WM vs KNX
+4,566.4%
-1,544.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | +0.8% | 0.0% | +0.7% | +0.7% |
| 30D | +13.8% | -3.3% | +17.1% | +14.3% |
| 3M | +6.4% | -8.7% | +15.1% | +7.5% |
| 6M | +13.2% | +1.3% | +11.9% | +12.3% |
| YTD | +10.8% | +20.4% | -9.6% | +6.8% |
| 1Y | +20.2% | +42.4% | -22.3% | +13.0% |
| 3Y | +46.5% | +30.1% | +16.4% | +37.0% |
| 5Y | +61.3% | +11.7% | +49.6% | +52.3% |
| 10Y | +324.8% | +102.3% | +222.4% | +256.0% |
| All | +3,021.7% | +4,566.4% | -1,544.7% | +1,980.4% |
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