+1,216.9%
VST vs KNX
+173.7%
+1,043.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.7% |
| 7D | +8.9% | +7.4% | +1.5% | +7.3% |
| 30D | +6.2% | +2.0% | +4.2% | +5.7% |
| 3M | -2.7% | -7.9% | +5.1% | -1.4% |
| 6M | -8.4% | +14.4% | -22.7% | -11.9% |
| YTD | -7.2% | +38.9% | -46.1% | -14.9% |
| 1Y | -20.9% | +65.9% | -86.8% | -30.7% |
| 3Y | +384.0% | +35.8% | +348.2% | +335.2% |
| 5Y | +757.1% | +43.3% | +713.7% | +649.0% |
| All | +1,216.9% | +173.7% | +1,043.1% | +884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling