+11.7%
VG vs KNX
+63.7%
-52.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.4% |
| 7D | +7.0% | -0.5% | +7.5% | +7.0% |
| 30D | +17.2% | +1.0% | +16.2% | +17.3% |
| 3M | +16.8% | -12.6% | +29.4% | +15.8% |
| 6M | +36.3% | +21.1% | +15.3% | +38.3% |
| YTD | +127.9% | +33.2% | +94.7% | +119.9% |
| 1Y | +11.7% | +67.8% | -56.1% | +0.1% |
| All | +11.7% | +63.7% | -52.0% | +0.1% |
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