+38.7%
KNX vs VIVK
-100.0%
+138.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.4% |
| 7D | -5.6% | -4.4% | -1.2% | -5.5% |
| 30D | -4.4% | -40.8% | +36.4% | -3.9% |
| 3M | -17.3% | -94.1% | +76.8% | -15.2% |
| 6M | +22.6% | -98.2% | +120.8% | +26.5% |
| YTD | +31.1% | -98.0% | +129.2% | +34.3% |
| 1Y | +60.2% | -100.0% | +160.2% | +69.8% |
| 3Y | +35.8% | -100.0% | +135.7% | +41.2% |
| All | +38.7% | -100.0% | +138.7% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling