+24.3%
KNOP vs VT
+221.4%
-197.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +5.2% | +1.0% | +4.2% | +4.4% |
| 30D | +9.1% | -0.2% | +9.3% | +9.2% |
| 3M | +8.1% | +4.5% | +3.6% | +4.4% |
| 6M | +9.6% | +14.1% | -4.5% | -0.9% |
| YTD | +13.1% | +14.8% | -1.6% | +1.8% |
| 1Y | +40.8% | +21.2% | +19.6% | +21.5% |
| 3Y | +83.6% | +76.6% | +7.0% | +18.4% |
| 5Y | -19.8% | +66.6% | -86.3% | -46.6% |
| 10Y | +24.3% | +222.3% | -198.0% | -54.4% |
| All | +24.3% | +221.4% | -197.2% | -54.4% |
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