+35.8%
KNX vs VYM
+65.1%
-29.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.5% |
| 7D | -5.6% | -0.8% | -4.8% | -4.5% |
| 30D | -4.4% | -2.2% | -2.2% | -1.3% |
| 3M | -17.3% | +3.1% | -20.4% | -20.8% |
| 6M | +22.6% | +9.7% | +12.9% | +7.8% |
| YTD | +31.1% | +14.9% | +16.3% | +8.6% |
| 1Y | +60.2% | +17.6% | +42.6% | +28.5% |
| 3Y | +35.8% | +65.3% | -29.6% | -28.2% |
| All | +35.8% | +65.1% | -29.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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