+35.8%
KNX vs VSXY
+352.7%
-317.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -4.4% | -18.7% | +14.3% | -1.7% |
| 3M | -17.3% | -4.0% | -13.4% | -17.5% |
| 6M | +22.6% | +67.5% | -44.9% | +8.6% |
| YTD | +31.1% | +39.7% | -8.5% | +19.9% |
| 1Y | +60.2% | +180.0% | -119.8% | +28.3% |
| 3Y | +35.8% | +337.3% | -301.5% | -9.5% |
| All | +35.8% | +352.7% | -317.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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