-12.7%
WMT vs KNX
+20.5%
-33.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.4% |
| 7D | 0.0% | -5.6% | +5.6% | +0.4% |
| 30D | -7.4% | -4.4% | -3.0% | -7.2% |
| 3M | -10.9% | -17.3% | +6.5% | -9.9% |
| 6M | -12.7% | +22.6% | -35.3% | -14.8% |
| All | -12.7% | +20.5% | -33.2% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling