+143.6%
VLO vs KNX
+67.7%
+75.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +5.2% | +7.1% | -1.9% | +5.2% |
| 30D | +22.6% | +1.7% | +20.9% | +22.6% |
| 3M | +43.8% | -8.1% | +51.9% | +43.4% |
| 6M | +65.7% | +14.0% | +51.7% | +69.4% |
| YTD | +131.1% | +38.5% | +92.6% | +136.8% |
| 1Y | +143.6% | +65.4% | +78.2% | +155.1% |
| All | +143.6% | +67.7% | +75.9% | +155.1% |
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