+3,066.2%
WMB vs KNX
+5,045.1%
-1,978.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | 0.0% | +2.3% | -2.3% | -0.6% |
| 30D | +4.6% | +0.5% | +4.1% | +4.3% |
| 3M | +5.7% | -14.1% | +19.9% | +8.9% |
| 6M | +4.2% | +19.8% | -15.6% | -0.9% |
| YTD | +26.8% | +32.7% | -5.9% | +17.5% |
| 1Y | +34.7% | +62.3% | -27.6% | +18.6% |
| 3Y | +146.8% | +36.8% | +110.0% | +120.2% |
| 5Y | +285.0% | +41.8% | +243.3% | +234.8% |
| 10Y | +313.2% | +169.7% | +143.5% | +194.0% |
| All | +3,066.2% | +5,045.1% | -1,978.9% | +1,660.4% |
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