+977.6%
VRT vs KNX
+37.6%
+940.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.2% |
| 7D | -8.4% | -5.6% | -2.8% | -6.1% |
| 30D | -10.9% | -4.4% | -6.4% | -9.1% |
| 3M | -13.7% | -17.3% | +3.6% | -7.1% |
| 6M | -4.1% | +22.6% | -26.8% | -13.4% |
| YTD | +58.7% | +31.1% | +27.6% | +38.1% |
| 1Y | +89.6% | +60.2% | +29.4% | +48.1% |
| 3Y | +558.1% | +35.8% | +522.4% | +429.5% |
| All | +977.6% | +37.6% | +940.0% | +715.3% |
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