+2,826.7%
VRT vs KNX
+138.6%
+2,688.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.3% | +4.2% |
| 7D | +13.6% | +6.4% | +7.2% | +11.6% |
| 30D | +6.8% | +1.4% | +5.4% | +6.4% |
| 3M | -3.2% | -12.0% | +8.8% | +0.2% |
| 6M | +20.3% | +25.2% | -4.8% | +11.6% |
| YTD | +79.6% | +36.6% | +43.0% | +61.5% |
| 1Y | +139.0% | +67.6% | +71.4% | +99.9% |
| 3Y | +644.6% | +40.8% | +603.8% | +542.0% |
| 5Y | +1,024.4% | +43.3% | +981.0% | +863.0% |
| All | +2,826.7% | +138.6% | +2,688.1% | +2,237.5% |
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