-20.9%
VST vs KNX
+67.7%
-88.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.2% |
| 7D | +8.9% | +7.1% | +1.8% | +8.3% |
| 30D | +6.2% | +1.7% | +4.5% | +6.0% |
| 3M | -2.7% | -8.1% | +5.4% | -1.9% |
| 6M | -8.4% | +14.0% | -22.4% | -10.6% |
| YTD | -7.2% | +38.5% | -45.7% | -10.7% |
| 1Y | -20.9% | +65.4% | -86.3% | -25.5% |
| All | -20.9% | +67.7% | -88.6% | -25.5% |
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 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