+35.8%
KNX vs VMC
+18.8%
+17.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -5.6% | -3.8% | -1.8% | -3.9% |
| 30D | -4.4% | -9.7% | +5.3% | 0.0% |
| 3M | -17.3% | -9.6% | -7.7% | -14.1% |
| 6M | +22.6% | -4.8% | +27.5% | +23.7% |
| YTD | +31.1% | -10.9% | +42.0% | +35.7% |
| 1Y | +60.2% | -15.6% | +75.8% | +70.2% |
| 3Y | +35.8% | +19.3% | +16.4% | +21.6% |
| All | +35.8% | +18.8% | +17.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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