+35.8%
KNX vs VEU
+73.8%
-38.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -2.4% |
| 7D | -5.6% | -1.4% | -4.2% | -4.4% |
| 30D | -4.4% | -0.4% | -4.0% | -4.0% |
| 3M | -17.3% | +2.5% | -19.9% | -19.1% |
| 6M | +22.6% | +11.1% | +11.5% | +11.3% |
| YTD | +31.1% | +16.5% | +14.6% | +13.9% |
| 1Y | +60.2% | +22.9% | +37.3% | +32.6% |
| 3Y | +35.8% | +73.4% | -37.7% | -16.8% |
| All | +35.8% | +73.8% | -38.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling