+321.7%
VWO vs KNX
+388.3%
-66.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -1.8% | -5.6% | +3.8% | 0.0% |
| 30D | -0.1% | -4.4% | +4.3% | +1.2% |
| 3M | +2.2% | -17.3% | +19.6% | +8.0% |
| 6M | +8.8% | +22.6% | -13.9% | +0.5% |
| YTD | +12.4% | +31.1% | -18.8% | +1.0% |
| 1Y | +15.6% | +60.2% | -44.6% | -3.6% |
| 3Y | +62.5% | +35.8% | +26.8% | +37.9% |
| 5Y | +34.3% | +38.9% | -4.6% | +9.6% |
| 10Y | +114.8% | +166.5% | -51.7% | +22.0% |
| All | +321.7% | +388.3% | -66.6% | +47.7% |
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