+38.7%
KNX vs VIG
+63.0%
-24.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -2.4% |
| 7D | -5.6% | -1.1% | -4.5% | -4.3% |
| 30D | -4.4% | -2.7% | -1.7% | -1.1% |
| 3M | -17.3% | +2.5% | -19.9% | -19.9% |
| 6M | +22.6% | +9.2% | +13.4% | +10.2% |
| YTD | +31.1% | +9.8% | +21.3% | +17.4% |
| 1Y | +60.2% | +12.4% | +47.8% | +39.4% |
| 3Y | +35.8% | +55.9% | -20.1% | -18.2% |
| All | +38.7% | +63.0% | -24.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling