+98.0%
VCIT vs KNX
+431.0%
-333.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | 0.0% |
| 7D | -0.3% | +7.4% | -7.7% | -0.4% |
| 30D | -0.8% | +2.0% | -2.7% | -0.8% |
| 3M | -1.0% | -7.9% | +6.9% | -1.0% |
| 6M | -1.8% | +14.4% | -16.2% | -2.0% |
| YTD | -0.7% | +38.9% | -39.6% | -1.0% |
| 1Y | +1.0% | +65.9% | -64.9% | +0.6% |
| 3Y | +18.8% | +35.8% | -17.0% | +18.4% |
| 5Y | +3.5% | +43.3% | -39.9% | +3.1% |
| 10Y | +29.2% | +179.6% | -150.4% | +30.5% |
| All | +98.0% | +431.0% | -333.0% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling