+298.4%
WMB vs KNX
+166.7%
+131.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -1.0% | -5.6% | +4.5% | -0.1% |
| 30D | -0.4% | -4.4% | +4.0% | +0.2% |
| 3M | +3.2% | -17.3% | +20.5% | +6.3% |
| 6M | +0.1% | +22.6% | -22.6% | -4.3% |
| YTD | +23.9% | +31.1% | -7.3% | +16.5% |
| 1Y | +27.6% | +60.2% | -32.6% | +15.1% |
| 3Y | +141.9% | +35.8% | +106.2% | +120.6% |
| 5Y | +273.8% | +38.9% | +234.9% | +233.6% |
| All | +298.4% | +166.7% | +131.7% | +201.7% |
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 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