+129.7%
VTR vs KNX
+34.6%
+95.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.3% | -5.6% | +5.3% | 0.0% |
| 30D | +1.1% | -4.4% | +5.5% | +1.4% |
| 3M | +7.9% | -17.3% | +25.2% | +9.0% |
| 6M | +6.2% | +22.6% | -16.5% | +4.4% |
| YTD | +17.7% | +31.1% | -13.4% | +15.1% |
| 1Y | +32.9% | +60.2% | -27.3% | +27.5% |
| 3Y | +129.7% | +35.8% | +93.9% | +128.0% |
| All | +129.7% | +34.6% | +95.1% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling