+160.2%
KNX vs VTRS
-48.4%
+208.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.6% | -2.2% | -3.4% | -5.1% |
| 30D | -4.4% | +3.3% | -7.7% | -5.2% |
| 3M | -17.3% | +2.0% | -19.3% | -17.9% |
| 6M | +22.6% | +19.9% | +2.7% | +16.7% |
| YTD | +31.1% | +35.7% | -4.6% | +20.7% |
| 1Y | +60.2% | +68.1% | -7.9% | +39.5% |
| 3Y | +35.8% | +87.1% | -51.3% | +13.2% |
| 5Y | +38.9% | +47.6% | -8.7% | +19.2% |
| All | +160.2% | -48.4% | +208.6% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling