+777.0%
VST vs KNX
+38.8%
+738.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.2% |
| 7D | +5.3% | +2.3% | +3.0% | +4.8% |
| 30D | +5.8% | +0.5% | +5.3% | +5.6% |
| 3M | +3.5% | -14.1% | +17.6% | +6.7% |
| 6M | -7.4% | +19.8% | -27.2% | -12.4% |
| YTD | -6.1% | +32.7% | -38.8% | -13.7% |
| 1Y | -21.6% | +62.3% | -83.9% | -32.0% |
| 3Y | +357.2% | +36.8% | +320.3% | +304.4% |
| 5Y | +777.0% | +41.8% | +735.3% | +663.1% |
| All | +777.0% | +38.8% | +738.2% | +663.1% |
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