+169.7%
VEA vs KNX
+415.6%
-245.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.5% | -5.6% | +4.1% | +0.2% |
| 30D | -0.8% | -4.4% | +3.6% | +0.4% |
| 3M | +2.5% | -17.3% | +19.8% | +7.9% |
| 6M | +11.1% | +22.6% | -11.5% | +3.4% |
| YTD | +17.2% | +31.1% | -14.0% | +6.3% |
| 1Y | +24.5% | +60.2% | -35.7% | +5.5% |
| 3Y | +75.4% | +35.8% | +39.7% | +51.4% |
| 5Y | +61.1% | +38.9% | +22.2% | +34.9% |
| 10Y | +163.1% | +166.5% | -3.3% | +60.2% |
| All | +169.7% | +415.6% | -245.9% | +7.9% |
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