+202.9%
KNX vs VTEB
+25.5%
+177.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -5.6% | -0.9% | -4.7% | -5.1% |
| 30D | -4.4% | -2.5% | -1.9% | -3.1% |
| 3M | -17.3% | -3.0% | -14.4% | -16.0% |
| 6M | +22.6% | -2.1% | +24.8% | +24.1% |
| YTD | +31.1% | -1.5% | +32.6% | +32.4% |
| 1Y | +60.2% | +0.2% | +60.0% | +60.5% |
| 3Y | +35.8% | +8.6% | +27.2% | +30.5% |
| 5Y | +38.9% | +1.2% | +37.7% | +36.2% |
| 10Y | +166.5% | +18.1% | +148.4% | +196.9% |
| All | +202.9% | +25.5% | +177.4% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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