+140.1%
WMB vs KNX
+36.7%
+103.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.7% | +1.0% | -0.3% | +0.6% |
| 3M | +1.5% | -12.6% | +14.2% | +2.3% |
| 6M | +0.1% | +21.1% | -21.0% | -1.9% |
| YTD | +22.9% | +33.2% | -10.3% | +19.3% |
| 1Y | +27.9% | +67.8% | -39.9% | +21.4% |
| All | +140.1% | +36.7% | +103.4% | +137.7% |
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 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