+349.1%
VT vs KNX
+321.1%
+27.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -2.3% | -3.9% | +1.6% | -1.1% |
| 30D | -5.0% | -8.2% | +3.2% | -2.5% |
| 3M | -4.9% | -15.4% | +10.6% | -0.2% |
| 6M | -1.5% | -8.6% | +7.1% | 0.0% |
| YTD | +8.5% | +12.7% | -4.2% | +2.1% |
| 1Y | +11.4% | +33.4% | -22.0% | -1.1% |
| 3Y | +70.1% | +19.6% | +50.4% | +51.4% |
| 5Y | +53.7% | +7.3% | +46.4% | +38.5% |
| 10Y | +220.0% | +118.1% | +101.9% | +101.5% |
| All | +349.1% | +321.1% | +27.9% | +72.8% |
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