+359.1%
VST vs KNX
+39.7%
+319.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | +9.9% | +6.4% | +3.5% | +8.4% |
| 30D | +7.9% | +1.4% | +6.5% | +7.5% |
| 3M | +3.4% | -12.0% | +15.5% | +6.2% |
| 6M | -4.1% | +25.2% | -29.3% | -10.6% |
| YTD | -5.7% | +36.6% | -42.3% | -14.5% |
| 1Y | -18.9% | +67.6% | -86.5% | -31.1% |
| 3Y | +359.1% | +40.8% | +318.2% | +288.3% |
| All | +359.1% | +39.7% | +319.3% | +288.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling