+14.4%
KNOP vs VT
+288.2%
-273.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.0% |
| 7D | -12.1% | -2.3% | -9.8% | -10.6% |
| 30D | -16.3% | -5.0% | -11.3% | -13.3% |
| 3M | -18.7% | -4.9% | -13.8% | -15.8% |
| 6M | -21.9% | -1.5% | -20.3% | -21.5% |
| YTD | -15.2% | +8.5% | -23.6% | -20.8% |
| 1Y | -11.1% | +11.4% | -22.5% | -18.7% |
| 3Y | +57.8% | +70.1% | -12.3% | +3.6% |
| 5Y | -42.4% | +53.7% | -96.1% | -59.6% |
| 10Y | -8.7% | +220.0% | -228.7% | -65.8% |
| All | +14.4% | +288.2% | -273.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling