+182.8%
VXUS vs KNX
+343.5%
-160.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +1.6% | +6.4% | -4.8% | 0.0% |
| 30D | +1.0% | +1.4% | -0.4% | +0.5% |
| 3M | +5.7% | -12.0% | +17.7% | +8.6% |
| 6M | +13.6% | +25.2% | -11.6% | +6.6% |
| YTD | +17.4% | +36.6% | -19.2% | +7.4% |
| 1Y | +25.1% | +67.6% | -42.5% | +8.1% |
| 3Y | +75.8% | +40.8% | +35.0% | +54.8% |
| 5Y | +55.4% | +43.3% | +12.0% | +33.6% |
| 10Y | +146.4% | +170.1% | -23.7% | +64.5% |
| All | +182.8% | +343.5% | -160.8% | +32.8% |
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