+428.1%
WMT vs KNX
+166.7%
+261.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.6% |
| 7D | 0.0% | -5.6% | +5.6% | +0.9% |
| 30D | -7.4% | -4.4% | -3.0% | -6.8% |
| 3M | -10.9% | -17.3% | +6.5% | -8.3% |
| 6M | -12.7% | +22.6% | -35.3% | -16.2% |
| YTD | -3.2% | +31.1% | -34.4% | -8.4% |
| 1Y | +5.3% | +60.2% | -54.9% | -4.1% |
| 3Y | +101.9% | +35.8% | +66.1% | +85.7% |
| 5Y | +134.6% | +38.9% | +95.6% | +111.6% |
| All | +428.1% | +166.7% | +261.3% | +317.2% |
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