+4,850.9%
KNX vs VSH
+401.1%
+4,449.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | +6.4% | +6.2% | +0.2% | +4.9% |
| 30D | +1.4% | -11.1% | +12.5% | +4.0% |
| 3M | -12.0% | -44.9% | +32.9% | -1.3% |
| 6M | +25.2% | +90.0% | -64.8% | +3.1% |
| YTD | +36.6% | +118.8% | -82.2% | +8.3% |
| 1Y | +67.6% | +109.0% | -41.4% | +33.8% |
| 3Y | +40.8% | +35.6% | +5.2% | +21.1% |
| 5Y | +43.3% | +66.7% | -23.4% | +16.6% |
| 10Y | +170.1% | +167.9% | +2.1% | +89.8% |
| All | +4,850.9% | +401.1% | +4,449.8% | +2,453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling