+263.2%
WMB vs KNX
+37.6%
+225.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | -1.8% | -5.6% | +3.8% | -1.1% |
| 30D | -1.2% | -4.4% | +3.3% | -0.7% |
| 3M | +2.5% | -17.3% | +19.8% | +4.6% |
| 6M | -0.7% | +22.6% | -23.3% | -3.8% |
| YTD | +23.0% | +31.1% | -8.2% | +17.6% |
| 1Y | +26.7% | +60.2% | -33.5% | +17.4% |
| 3Y | +140.2% | +35.8% | +104.4% | +124.8% |
| All | +263.2% | +37.6% | +225.6% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling