+11.9%
VT vs KNX
+40.3%
-28.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +2.9% | +3.8% | -0.9% | +2.3% |
| 30D | -2.5% | -2.0% | -0.5% | -2.3% |
| 3M | -3.3% | -13.2% | +9.8% | -1.5% |
| 6M | +1.5% | +3.6% | -2.1% | +0.3% |
| YTD | +11.4% | +19.1% | -7.8% | +6.8% |
| 1Y | +11.9% | +39.5% | -27.6% | +4.0% |
| All | +11.9% | +40.3% | -28.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling