+228.2%
VT vs KNX
+164.8%
+63.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | -0.1% | +2.3% | -2.5% | -0.7% |
| 30D | -0.7% | +0.5% | -1.1% | -0.9% |
| 3M | +4.0% | -14.1% | +18.1% | +7.5% |
| 6M | +12.3% | +19.8% | -7.5% | +6.5% |
| YTD | +14.0% | +32.7% | -18.7% | +5.0% |
| 1Y | +20.3% | +62.3% | -42.0% | +4.6% |
| 3Y | +75.4% | +36.8% | +38.6% | +55.7% |
| 5Y | +66.0% | +41.8% | +24.2% | +43.8% |
| 10Y | +228.2% | +169.7% | +58.5% | +136.4% |
| All | +228.2% | +164.8% | +63.4% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling