+2,486.9%
VRT vs KNX
+129.1%
+2,357.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.1% |
| 7D | -8.4% | -5.6% | -2.8% | -6.8% |
| 30D | -10.9% | -4.4% | -6.4% | -9.6% |
| 3M | -13.7% | -17.3% | +3.6% | -9.0% |
| 6M | -4.1% | +22.6% | -26.8% | -10.5% |
| YTD | +58.7% | +31.1% | +27.6% | +44.6% |
| 1Y | +89.6% | +60.2% | +29.4% | +61.1% |
| 3Y | +558.1% | +35.8% | +522.4% | +474.0% |
| 5Y | +953.0% | +38.9% | +914.0% | +812.1% |
| All | +2,486.9% | +129.1% | +2,357.8% | +1,992.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling