+520.2%
KNX vs VNQ
+386.3%
+133.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.9% |
| 7D | -5.6% | -1.3% | -4.3% | -4.9% |
| 30D | -4.4% | -2.6% | -1.8% | -3.1% |
| 3M | -17.3% | -2.0% | -15.3% | -16.4% |
| 6M | +22.6% | +4.3% | +18.3% | +19.7% |
| YTD | +31.1% | +9.2% | +21.9% | +24.9% |
| 1Y | +60.2% | +5.6% | +54.6% | +55.4% |
| 3Y | +35.8% | +30.8% | +4.9% | +17.5% |
| 5Y | +38.9% | +8.0% | +30.9% | +32.7% |
| 10Y | +166.5% | +63.7% | +102.8% | +97.6% |
| All | +520.2% | +386.3% | +133.9% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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