+160.2%
KNX vs VSH
+196.4%
-36.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -3.4% |
| 7D | -5.6% | +4.8% | -10.3% | -7.0% |
| 30D | -4.4% | -0.7% | -3.7% | -4.5% |
| 3M | -17.3% | -43.1% | +25.7% | -4.2% |
| 6M | +22.6% | +91.8% | -69.2% | -9.2% |
| YTD | +31.1% | +131.6% | -100.5% | -9.9% |
| 1Y | +60.2% | +118.1% | -57.9% | +11.6% |
| 3Y | +35.8% | +40.9% | -5.1% | +5.2% |
| 5Y | +38.9% | +75.8% | -36.8% | -2.4% |
| All | +160.2% | +196.4% | -36.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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