+58.1%
KNF vs VT
+77.2%
-19.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.9% |
| 7D | -6.3% | -0.7% | -5.6% | -5.1% |
| 30D | +18.0% | -1.7% | +19.7% | +21.4% |
| 3M | -14.4% | -2.3% | -12.1% | -11.0% |
| 6M | -31.9% | +1.5% | -33.4% | -33.5% |
| YTD | -17.1% | +12.0% | -29.1% | -30.2% |
| 1Y | -18.2% | +12.9% | -31.1% | -31.9% |
| 3Y | +4.1% | +74.9% | -70.8% | -52.8% |
| All | +58.1% | +77.2% | -19.1% | -30.0% |
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