+75.4%
VEA vs KNX
+34.6%
+40.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -1.5% | -5.6% | +4.1% | -0.5% |
| 30D | -0.8% | -4.4% | +3.6% | -0.1% |
| 3M | +2.5% | -17.3% | +19.8% | +5.5% |
| 6M | +11.1% | +22.6% | -11.5% | +6.9% |
| YTD | +17.2% | +31.1% | -14.0% | +11.3% |
| 1Y | +24.5% | +60.2% | -35.7% | +14.0% |
| 3Y | +75.4% | +35.8% | +39.7% | +65.3% |
| All | +75.4% | +34.6% | +40.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling