-38.0%
VG vs KNX
+27.3%
-65.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.4% |
| 7D | -2.5% | +6.4% | -8.9% | -3.4% |
| 30D | +11.1% | +1.4% | +9.7% | +10.7% |
| 3M | +14.9% | -12.0% | +26.9% | +17.0% |
| 6M | +18.4% | +25.2% | -6.8% | +11.4% |
| YTD | +116.6% | +36.6% | +80.0% | +93.3% |
| 1Y | +9.4% | +67.6% | -58.2% | -11.3% |
| All | -38.0% | +27.3% | -65.3% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling