+50.5%
KNOP vs VT
+312.8%
-262.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | +0.4% | +4.0% | +4.1% |
| 30D | +9.1% | +1.0% | +8.1% | +8.3% |
| 3M | +6.1% | +2.4% | +3.8% | +4.0% |
| 6M | +10.1% | +12.0% | -1.9% | +0.7% |
| YTD | +11.7% | +15.3% | -3.7% | -0.1% |
| 1Y | +43.3% | +22.6% | +20.7% | +22.3% |
| 3Y | +125.9% | +74.7% | +51.2% | +45.8% |
| 5Y | -20.9% | +66.1% | -87.0% | -47.7% |
| 10Y | +27.2% | +225.0% | -197.8% | -52.6% |
| All | +50.5% | +312.8% | -262.3% | -49.7% |
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