+361.6%
KNX vs VIG
+610.7%
-249.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.9% |
| 7D | -0.5% | -2.2% | +1.7% | +2.0% |
| 30D | +1.0% | -3.2% | +4.2% | +4.8% |
| 3M | -12.6% | +3.0% | -15.7% | -15.4% |
| 6M | +21.1% | +8.1% | +13.0% | +11.3% |
| YTD | +33.2% | +9.1% | +24.1% | +21.6% |
| 1Y | +67.8% | +12.6% | +55.2% | +47.9% |
| 3Y | +37.3% | +55.4% | -18.1% | -14.1% |
| 5Y | +41.1% | +62.8% | -21.7% | -15.6% |
| 10Y | +170.6% | +246.6% | -76.0% | -31.9% |
| All | +361.6% | +610.7% | -249.1% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling