+4,711.0%
KNX vs VFC
+403.5%
+4,307.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | +2.3% | -2.3% | +4.7% | +3.2% |
| 30D | +0.5% | -13.4% | +13.8% | +5.3% |
| 3M | -14.1% | -23.7% | +9.6% | -7.3% |
| 6M | +19.8% | -24.5% | +44.2% | +29.0% |
| YTD | +32.7% | -27.8% | +60.6% | +45.0% |
| 1Y | +62.3% | -13.5% | +75.8% | +64.7% |
| 3Y | +36.8% | -27.1% | +63.9% | +28.0% |
| 5Y | +41.8% | -79.0% | +120.8% | +103.3% |
| 10Y | +169.7% | -68.7% | +238.4% | +207.1% |
| All | +4,711.0% | +403.5% | +4,307.6% | +2,293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling