-34.9%
VST vs KNX
+45.0%
-79.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.7% | -13.1% | -13.8% |
| 7D | -15.7% | +2.5% | -18.2% | -15.9% |
| 30D | -17.0% | -4.4% | -12.6% | -16.7% |
| 3M | -15.9% | -12.7% | -3.2% | -15.0% |
| 6M | -25.0% | +0.9% | -25.9% | -26.2% |
| YTD | -25.1% | +20.3% | -45.4% | -28.5% |
| 1Y | -34.9% | +40.9% | -75.8% | -38.4% |
| All | -34.9% | +45.0% | -79.8% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling