+160.2%
KNX vs VFC
-69.1%
+229.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.8% |
| 7D | -5.6% | -1.4% | -4.2% | -5.3% |
| 30D | -4.4% | -9.0% | +4.6% | -1.9% |
| 3M | -17.3% | -24.2% | +6.8% | -11.6% |
| 6M | +22.6% | -18.5% | +41.1% | +27.8% |
| YTD | +31.1% | -25.9% | +57.0% | +40.4% |
| 1Y | +60.2% | -13.0% | +73.2% | +62.2% |
| 3Y | +35.8% | -20.3% | +56.1% | +25.5% |
| 5Y | +38.9% | -78.1% | +117.0% | +96.0% |
| All | +160.2% | -69.1% | +229.3% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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