+29.8%
VCIT vs KNX
+164.8%
-135.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.2% |
| 30D | -0.5% | +0.5% | -1.0% | -0.5% |
| 3M | -0.9% | -14.1% | +13.2% | -0.6% |
| 6M | -1.9% | +19.8% | -21.7% | -2.4% |
| YTD | -1.0% | +32.7% | -33.7% | -1.6% |
| 1Y | +0.2% | +62.3% | -62.1% | -0.9% |
| 3Y | +19.0% | +36.8% | -17.8% | +17.8% |
| 5Y | +3.1% | +41.8% | -38.7% | +1.9% |
| 10Y | +29.8% | +169.7% | -139.9% | +30.1% |
| All | +29.8% | +164.8% | -135.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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