+40.9%
KNX vs VSH
+64.1%
-23.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | +1.0% | -5.7% | +6.7% | +2.6% |
| 3M | -12.6% | -42.5% | +29.8% | +0.5% |
| 6M | +21.1% | +82.7% | -61.6% | -10.8% |
| YTD | +33.2% | +118.2% | -85.0% | -9.1% |
| 1Y | +67.8% | +109.7% | -41.9% | +15.2% |
| 3Y | +37.3% | +35.3% | +2.0% | +6.3% |
| All | +40.9% | +64.1% | -23.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling