+645.9%
VST vs KNX
+10.2%
+635.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +19.2% | +3.8% | +15.3% | +18.1% |
| 30D | -17.2% | -2.0% | -15.2% | -16.7% |
| 3M | -8.1% | -13.2% | +5.0% | -5.3% |
| 6M | -8.1% | +3.6% | -11.8% | -10.2% |
| YTD | -16.3% | +19.1% | -35.4% | -21.6% |
| 1Y | -24.1% | +39.5% | -63.6% | -32.1% |
| 3Y | +300.2% | +28.7% | +271.5% | +256.2% |
| 5Y | +645.9% | +8.5% | +637.4% | +558.4% |
| All | +645.9% | +10.2% | +635.7% | +558.4% |
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 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