+588.7%
VLO vs KNX
+37.6%
+551.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +5.3% | -5.6% | +10.9% | +6.5% |
| 30D | +18.2% | -4.4% | +22.6% | +19.2% |
| 3M | +53.3% | -17.3% | +70.7% | +58.9% |
| 6M | +70.4% | +22.6% | +47.8% | +61.7% |
| YTD | +143.4% | +31.1% | +112.2% | +126.5% |
| 1Y | +153.0% | +60.2% | +92.8% | +122.2% |
| 3Y | +195.0% | +35.8% | +159.2% | +165.5% |
| All | +588.7% | +37.6% | +551.1% | +516.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling