+950.8%
VTI vs KNX
+1,548.8%
-598.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | -0.9% | -5.6% | +4.7% | +0.7% |
| 30D | -1.4% | -4.4% | +3.0% | -0.3% |
| 3M | +3.6% | -17.3% | +20.9% | +8.8% |
| 6M | +13.6% | +22.6% | -9.0% | +5.9% |
| YTD | +12.9% | +31.1% | -18.2% | +2.8% |
| 1Y | +17.2% | +60.2% | -43.0% | 0.0% |
| 3Y | +75.7% | +35.8% | +39.9% | +53.4% |
| 5Y | +75.4% | +38.9% | +36.5% | +49.8% |
| 10Y | +303.3% | +166.5% | +136.9% | +167.2% |
| All | +950.8% | +1,548.8% | -598.0% | +300.7% |
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