+742.8%
KNX vs VO
+814.4%
-71.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.9% |
| 30D | +0.5% | -1.9% | +2.4% | +2.4% |
| 3M | -14.1% | +3.3% | -17.4% | -16.5% |
| 6M | +19.8% | +9.7% | +10.1% | +10.4% |
| YTD | +32.7% | +12.6% | +20.1% | +19.7% |
| 1Y | +62.3% | +13.6% | +48.7% | +45.3% |
| 3Y | +36.8% | +56.8% | -20.0% | -7.5% |
| 5Y | +41.8% | +42.3% | -0.5% | +4.0% |
| 10Y | +169.7% | +199.2% | -29.5% | -2.5% |
| All | +742.8% | +814.4% | -71.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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