+2,263.5%
VGT vs KNX
+711.5%
+1,552.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -0.2% | -5.6% | +5.4% | +1.6% |
| 30D | -0.4% | -4.4% | +4.0% | +0.9% |
| 3M | +4.4% | -17.3% | +21.8% | +10.5% |
| 6M | +32.1% | +22.6% | +9.4% | +22.4% |
| YTD | +28.8% | +31.1% | -2.4% | +16.2% |
| 1Y | +35.3% | +60.2% | -24.9% | +13.4% |
| 3Y | +124.8% | +35.8% | +89.0% | +93.4% |
| 5Y | +137.9% | +38.9% | +99.0% | +100.7% |
| 10Y | +814.2% | +166.5% | +647.8% | +482.1% |
| All | +2,263.5% | +711.5% | +1,552.0% | +810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling