+12.8%
VG vs KNX
+67.7%
-54.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.1% |
| 7D | +1.7% | +7.1% | -5.4% | +2.3% |
| 30D | +16.0% | +1.7% | +14.3% | +16.2% |
| 3M | +9.7% | -8.1% | +17.9% | +9.2% |
| 6M | +29.6% | +14.0% | +15.5% | +33.9% |
| YTD | +112.0% | +38.5% | +73.5% | +108.0% |
| 1Y | +12.8% | +65.4% | -52.6% | +3.4% |
| All | +12.8% | +67.7% | -54.9% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling