+35.8%
KNX vs VICR
+209.3%
-173.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.7% | -2.8% |
| 7D | -5.6% | +5.0% | -10.5% | -6.2% |
| 30D | -4.4% | -12.5% | +8.1% | -3.2% |
| 3M | -17.3% | -33.6% | +16.3% | -14.4% |
| 6M | +22.6% | +10.7% | +12.0% | +15.8% |
| YTD | +31.1% | +80.6% | -49.4% | +16.0% |
| 1Y | +60.2% | +288.4% | -228.2% | +26.1% |
| 3Y | +35.8% | +213.8% | -178.0% | -2.4% |
| All | +35.8% | +209.3% | -173.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling