+4,711.0%
KNX vs VMC
+2,185.2%
+2,525.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -1.6% |
| 7D | +2.3% | -5.3% | +7.6% | +4.4% |
| 30D | +0.5% | -12.3% | +12.7% | +5.3% |
| 3M | -14.1% | -10.3% | -3.9% | -11.1% |
| 6M | +19.8% | -8.6% | +28.3% | +23.0% |
| YTD | +32.7% | -11.9% | +44.6% | +37.9% |
| 1Y | +62.3% | -13.9% | +76.2% | +70.0% |
| 3Y | +36.8% | +18.2% | +18.7% | +26.6% |
| 5Y | +41.8% | +47.7% | -6.0% | +20.0% |
| 10Y | +169.7% | +152.5% | +17.2% | +75.1% |
| All | +4,711.0% | +2,185.2% | +2,525.8% | +1,710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling