+6.0%
VWO vs KNX
+45.0%
-39.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -1.3% | +2.5% | -3.8% | -1.6% |
| 30D | -7.1% | -4.4% | -2.7% | -6.7% |
| 3M | -6.1% | -12.7% | +6.6% | -4.6% |
| 6M | -3.9% | +0.9% | -4.8% | -4.4% |
| YTD | +5.0% | +20.3% | -15.3% | +2.6% |
| 1Y | +6.0% | +40.9% | -35.0% | +3.3% |
| All | +6.0% | +45.0% | -39.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling