-12.2%
VEEV vs KNX
+37.6%
-49.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -4.6% | -5.6% | +1.0% | -3.1% |
| 30D | +8.6% | -4.4% | +13.1% | +9.8% |
| 3M | +62.4% | -17.3% | +79.8% | +70.4% |
| 6M | +40.3% | +22.6% | +17.6% | +30.3% |
| YTD | +17.5% | +31.1% | -13.6% | +6.5% |
| 1Y | -6.1% | +60.2% | -66.3% | -20.9% |
| 3Y | +16.7% | +35.8% | -19.1% | +0.7% |
| All | -12.2% | +37.6% | -49.8% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling