+35.8%
KNX vs VIVK
-100.0%
+135.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.5% |
| 7D | -5.6% | -4.4% | -1.2% | -5.6% |
| 30D | -4.4% | -40.8% | +36.4% | -4.1% |
| 3M | -17.3% | -94.1% | +76.8% | -16.0% |
| 6M | +22.6% | -98.2% | +120.8% | +25.0% |
| YTD | +31.1% | -98.0% | +129.2% | +33.4% |
| 1Y | +60.2% | -100.0% | +160.2% | +64.6% |
| 3Y | +35.8% | -100.0% | +135.7% | +27.6% |
| All | +35.8% | -100.0% | +135.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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