-44.1%
VG vs KNX
+11.0%
-55.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +4.9% |
| 7D | +15.1% | +3.8% | +11.3% | +14.6% |
| 30D | -4.2% | -2.0% | -2.2% | -4.1% |
| 3M | -3.1% | -13.2% | +10.1% | -1.6% |
| 6M | +0.3% | +3.6% | -3.3% | -1.7% |
| YTD | +95.5% | +19.1% | +76.3% | +77.3% |
| 1Y | +64.4% | +39.5% | +24.9% | +38.2% |
| All | -44.1% | +11.0% | -55.1% | -58.8% |
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