-21.1%
KNOP vs VT
+66.2%
-87.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | +0.4% | +4.0% | +4.3% |
| 30D | +9.1% | +1.0% | +8.1% | +8.6% |
| 3M | +6.1% | +2.4% | +3.8% | +4.8% |
| 6M | +10.1% | +12.0% | -1.9% | +3.8% |
| YTD | +11.7% | +15.3% | -3.7% | +3.7% |
| 1Y | +43.3% | +22.6% | +20.7% | +29.0% |
| 3Y | +125.9% | +74.7% | +51.2% | +70.8% |
| All | -21.1% | +66.2% | -87.3% | -37.9% |
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 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