+96.6%
VCIT vs KNX
+360.2%
-263.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.5% | -3.3% | +4.8% | +1.5% |
| 3M | -1.0% | -8.7% | +7.7% | -0.9% |
| 6M | -1.7% | +1.3% | -3.0% | -1.7% |
| YTD | -1.4% | +20.4% | -21.7% | -1.5% |
| 1Y | -0.9% | +42.4% | -43.4% | -1.2% |
| 3Y | +19.8% | +30.1% | -10.3% | +19.5% |
| 5Y | +4.6% | +11.7% | -7.1% | +4.2% |
| 10Y | +31.5% | +102.3% | -70.8% | +32.5% |
| All | +96.6% | +360.2% | -263.5% | +103.8% |
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