-12.5%
KNTK vs VT
+160.2%
-172.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -0.1% |
| 7D | -6.0% | +0.4% | -6.4% | -6.6% |
| 30D | -4.4% | -2.6% | -1.8% | -1.4% |
| 3M | +3.9% | -3.2% | +7.1% | +7.8% |
| 6M | +9.2% | +0.9% | +8.2% | +5.4% |
| YTD | +49.4% | +11.3% | +38.1% | +24.1% |
| 1Y | +54.1% | +14.0% | +40.1% | +23.8% |
| 3Y | +83.8% | +75.8% | +8.0% | -21.2% |
| 5Y | +127.2% | +57.8% | +69.4% | +12.6% |
| All | -12.5% | +160.2% | -172.6% | -79.2% |
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