+4,727.8%
KNX vs VICR
+1,553.6%
+3,174.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +1.0% | -15.6% | +16.6% | +3.4% |
| 3M | -12.6% | -35.4% | +22.7% | -8.2% |
| 6M | +21.1% | +1.3% | +19.8% | +15.6% |
| YTD | +33.2% | +62.5% | -29.3% | +17.2% |
| 1Y | +67.8% | +255.5% | -187.7% | +28.3% |
| 3Y | +37.3% | +182.0% | -144.7% | +2.7% |
| 5Y | +41.1% | +42.9% | -1.8% | +8.5% |
| 10Y | +170.6% | +1,494.0% | -1,323.4% | +28.4% |
| All | +4,727.8% | +1,553.6% | +3,174.2% | +1,711.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling