+66.6%
VT vs KNX
+41.9%
+24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.0% | +6.4% | -5.4% | -0.5% |
| 30D | -0.2% | +1.4% | -1.6% | -0.7% |
| 3M | +4.5% | -12.0% | +16.6% | +7.4% |
| 6M | +14.1% | +25.2% | -11.1% | +6.9% |
| YTD | +14.8% | +36.6% | -21.8% | +4.8% |
| 1Y | +21.2% | +67.6% | -46.4% | +4.1% |
| 3Y | +76.6% | +40.8% | +35.8% | +54.9% |
| 5Y | +66.6% | +43.3% | +23.2% | +42.3% |
| All | +66.6% | +41.9% | +24.7% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling