+95.3%
VCIT vs KNX
+355.4%
-260.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.4% | +3.8% | -5.2% | -1.4% |
| 30D | +0.8% | -2.0% | +2.8% | +0.8% |
| 3M | -1.7% | -13.2% | +11.4% | -1.6% |
| 6M | -2.1% | +3.6% | -5.7% | -2.1% |
| YTD | -2.0% | +19.1% | -21.2% | -2.2% |
| 1Y | -1.5% | +39.5% | -41.0% | -1.7% |
| 3Y | +19.0% | +28.7% | -9.7% | +18.7% |
| 5Y | +3.8% | +8.5% | -4.7% | +3.3% |
| 10Y | +30.6% | +100.2% | -69.6% | +31.6% |
| All | +95.3% | +355.4% | -260.1% | +102.5% |
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