+195.0%
VLO vs KNX
+34.6%
+160.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +5.3% | -5.6% | +10.9% | +6.6% |
| 30D | +18.2% | -4.4% | +22.6% | +19.3% |
| 3M | +53.3% | -17.3% | +70.7% | +59.5% |
| 6M | +70.4% | +22.6% | +47.8% | +60.3% |
| YTD | +143.4% | +31.1% | +112.2% | +123.4% |
| 1Y | +153.0% | +60.2% | +92.8% | +115.5% |
| 3Y | +195.0% | +35.8% | +159.2% | +157.0% |
| All | +195.0% | +34.6% | +160.4% | +157.0% |
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