+24,120.8%
VLO vs KNX
+5,045.1%
+19,075.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.3% |
| 7D | +6.2% | +2.3% | +3.9% | +5.6% |
| 30D | +23.5% | +0.5% | +23.0% | +23.2% |
| 3M | +53.9% | -14.1% | +68.0% | +59.1% |
| 6M | +81.7% | +19.8% | +61.9% | +71.7% |
| YTD | +142.5% | +32.7% | +109.7% | +122.9% |
| 1Y | +145.4% | +62.3% | +83.1% | +112.8% |
| 3Y | +197.3% | +36.8% | +160.5% | +165.5% |
| 5Y | +614.6% | +41.8% | +572.8% | +518.9% |
| 10Y | +938.9% | +169.7% | +769.2% | +644.6% |
| All | +24,120.8% | +5,045.1% | +19,075.7% | +12,185.9% |
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