+50.9%
KNX vs VLTO
+26.2%
+24.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +6.4% | -1.6% | +8.0% | +7.0% |
| 30D | +1.4% | -2.9% | +4.2% | +2.4% |
| 3M | -12.0% | +12.7% | -24.7% | -16.6% |
| 6M | +25.2% | +1.6% | +23.6% | +23.9% |
| YTD | +36.6% | -4.0% | +40.6% | +38.7% |
| 1Y | +67.6% | -10.2% | +77.8% | +75.5% |
| All | +50.9% | +26.2% | +24.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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