+438.1%
KNX vs VIVK
-100.0%
+538.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -0.5% | -9.5% | +9.0% | -0.5% |
| 30D | +1.0% | -35.1% | +36.1% | +1.0% |
| 3M | -12.6% | -93.4% | +80.7% | -12.5% |
| 6M | +21.1% | -98.0% | +119.1% | +21.3% |
| YTD | +33.2% | -97.9% | +131.0% | +33.4% |
| 1Y | +67.8% | -100.0% | +167.7% | +68.2% |
| 3Y | +37.3% | -100.0% | +137.3% | +37.6% |
| 5Y | +41.1% | -100.0% | +141.1% | +41.4% |
| 10Y | +170.6% | -100.0% | +270.6% | +171.1% |
| All | +438.1% | -100.0% | +538.1% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling