-34.8%
VG vs KNX
+24.1%
-58.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +7.0% | -0.5% | +7.5% | +7.1% |
| 30D | +17.2% | +1.0% | +16.2% | +16.8% |
| 3M | +16.8% | -12.6% | +29.4% | +19.0% |
| 6M | +36.3% | +21.1% | +15.3% | +29.1% |
| YTD | +127.9% | +33.2% | +94.7% | +104.0% |
| 1Y | +11.7% | +67.8% | -56.1% | -10.2% |
| All | -34.8% | +24.1% | -58.9% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling