-14.0%
KNOP vs VT
+217.6%
-231.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -15.6% | -3.1% | -12.5% | -13.8% |
| 3M | -18.8% | -3.5% | -15.3% | -16.9% |
| 6M | -21.0% | +0.5% | -21.5% | -21.8% |
| YTD | -14.9% | +10.8% | -25.6% | -21.6% |
| 1Y | -10.7% | +11.9% | -22.6% | -18.4% |
| 3Y | +55.4% | +73.0% | -17.6% | +1.7% |
| 5Y | -42.8% | +58.6% | -101.4% | -60.4% |
| 10Y | -14.0% | +219.2% | -233.2% | -66.9% |
| All | -14.0% | +217.6% | -231.7% | -66.9% |
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