+60.2%
KNX vs VFC
-10.6%
+70.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.6% |
| 7D | -5.6% | -1.4% | -4.2% | -5.3% |
| 30D | -4.4% | -9.0% | +4.6% | -2.2% |
| 3M | -17.3% | -24.2% | +6.8% | -12.4% |
| 6M | +22.6% | -18.5% | +41.1% | +25.9% |
| YTD | +31.1% | -25.9% | +57.0% | +39.1% |
| 1Y | +60.2% | -13.0% | +73.2% | +63.2% |
| All | +60.2% | -10.6% | +70.8% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling