+817.2%
VZ vs KNX
+4,671.9%
-3,854.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.8% |
| 7D | +1.5% | +9.2% | -7.8% | +0.3% |
| 30D | +4.4% | +0.9% | +3.4% | +4.2% |
| 3M | -2.4% | -12.7% | +10.3% | -0.8% |
| 6M | +1.4% | +7.3% | -5.9% | -0.1% |
| YTD | +21.4% | +23.1% | -1.7% | +16.9% |
| 1Y | +20.3% | +47.1% | -26.8% | +13.0% |
| 3Y | +57.4% | +33.3% | +24.1% | +47.6% |
| 5Y | +21.9% | +12.1% | +9.8% | +15.7% |
| 10Y | +70.7% | +106.9% | -36.1% | +43.5% |
| All | +817.2% | +4,671.9% | -3,854.7% | +431.1% |
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