+221.8%
VT vs KNX
+105.1%
+116.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.1% |
| 7D | +2.4% | +9.2% | -6.9% | +0.2% |
| 30D | -1.5% | +0.9% | -2.4% | -1.8% |
| 3M | -4.1% | -12.7% | +8.6% | -1.3% |
| 6M | +0.6% | +7.3% | -6.8% | -2.1% |
| YTD | +11.0% | +23.1% | -12.1% | +3.9% |
| 1Y | +13.3% | +47.1% | -33.7% | +1.3% |
| 3Y | +73.4% | +33.3% | +40.1% | +54.8% |
| 5Y | +57.4% | +12.1% | +45.3% | +44.1% |
| All | +221.8% | +105.1% | +116.7% | +147.4% |
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