+13.3%
VT vs KNX
+45.3%
-32.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.8% |
| 7D | +2.4% | +9.2% | -6.9% | +1.0% |
| 30D | -1.5% | +0.9% | -2.4% | -1.7% |
| 3M | -4.1% | -12.7% | +8.6% | -2.4% |
| 6M | +0.6% | +7.3% | -6.8% | -1.1% |
| YTD | +11.0% | +23.1% | -12.1% | +6.3% |
| 1Y | +13.3% | +47.1% | -33.7% | +5.5% |
| All | +13.3% | +45.3% | -32.0% | +5.5% |
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