+377.4%
VT vs KNX
+419.0%
-41.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.2% |
| 7D | +0.4% | +7.4% | -6.9% | -1.8% |
| 30D | +1.0% | +2.0% | -1.0% | +0.2% |
| 3M | +2.4% | -7.9% | +10.3% | +4.5% |
| 6M | +12.0% | +14.4% | -2.4% | +5.8% |
| YTD | +15.3% | +38.9% | -23.6% | +1.9% |
| 1Y | +22.6% | +65.9% | -43.3% | +1.2% |
| 3Y | +74.7% | +35.8% | +38.8% | +49.3% |
| 5Y | +66.1% | +43.3% | +22.8% | +36.3% |
| 10Y | +225.0% | +179.6% | +45.4% | +88.8% |
| All | +377.4% | +419.0% | -41.6% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling