+118.7%
KN vs VT
+223.7%
-104.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +2.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -12.1% | -2.6% | -9.5% | -8.7% |
| 3M | -15.5% | -3.2% | -12.2% | -11.5% |
| 6M | -6.4% | +0.9% | -7.3% | -5.9% |
| YTD | +54.1% | +11.3% | +42.8% | +38.9% |
| 1Y | +46.3% | +14.0% | +32.3% | +28.5% |
| 3Y | +116.3% | +75.8% | +40.5% | +21.1% |
| 5Y | +55.1% | +57.8% | -2.8% | -3.0% |
| 10Y | +118.7% | +219.8% | -101.1% | -44.5% |
| All | +118.7% | +223.7% | -104.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling