+43.1%
KN vs VT
+53.2%
-10.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.1% | -5.9% | -4.7% |
| 7D | -13.3% | -4.2% | -9.1% | -8.0% |
| 30D | -22.6% | -5.8% | -16.8% | -15.9% |
| 3M | -23.3% | -5.2% | -18.0% | -17.1% |
| 6M | -8.9% | +0.1% | -9.0% | -7.3% |
| YTD | +41.5% | +8.2% | +33.3% | +31.2% |
| 1Y | +31.6% | +10.1% | +21.5% | +19.7% |
| 3Y | +89.1% | +69.7% | +19.4% | +9.9% |
| 5Y | +43.1% | +53.4% | -10.3% | -14.7% |
| All | +43.1% | +53.2% | -10.1% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling