-9.4%
KNOP vs VT
+222.7%
-232.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.3% | +5.1% |
| 7D | +9.0% | +2.9% | +6.1% | +6.8% |
| 30D | -7.3% | -2.5% | -4.8% | -5.8% |
| 3M | -11.1% | -3.3% | -7.8% | -9.2% |
| 6M | -14.4% | +1.5% | -15.9% | -15.8% |
| YTD | -8.6% | +11.4% | -20.0% | -16.1% |
| 1Y | -4.0% | +11.9% | -15.9% | -12.2% |
| 3Y | +66.7% | +73.9% | -7.1% | +8.7% |
| 5Y | -39.0% | +57.9% | -96.9% | -57.6% |
| All | -9.4% | +222.7% | -232.1% | -66.2% |
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