+38.7%
KNX vs VMC
+47.0%
-8.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -5.6% | -3.8% | -1.8% | -3.8% |
| 30D | -4.4% | -9.7% | +5.3% | +0.4% |
| 3M | -17.3% | -9.6% | -7.7% | -13.8% |
| 6M | +22.6% | -4.8% | +27.5% | +24.0% |
| YTD | +31.1% | -10.9% | +42.0% | +36.5% |
| 1Y | +60.2% | -15.6% | +75.8% | +71.3% |
| 3Y | +35.8% | +19.3% | +16.4% | +19.1% |
| All | +38.7% | +47.0% | -8.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling