+409.4%
KNX vs VCLT
+100.6%
+308.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +1.0% | -1.1% | +2.1% | +1.1% |
| 3M | -12.6% | -3.7% | -9.0% | -12.3% |
| 6M | +21.1% | -4.0% | +25.1% | +21.6% |
| YTD | +33.2% | -3.4% | +36.6% | +33.7% |
| 1Y | +67.8% | -4.1% | +71.9% | +68.5% |
| 3Y | +37.3% | +11.0% | +26.3% | +36.9% |
| 5Y | +41.1% | -17.0% | +58.1% | +34.2% |
| 10Y | +170.6% | +16.7% | +153.9% | +191.5% |
| All | +409.4% | +100.6% | +308.9% | +630.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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