+106.0%
KNX vs VT
+223.7%
-117.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +2.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -4.7% | -2.6% | -2.1% | -2.3% |
| 3M | -12.0% | -3.2% | -8.8% | -9.2% |
| 6M | -3.5% | +0.9% | -4.5% | -4.5% |
| YTD | +18.6% | +11.3% | +7.3% | +7.3% |
| 1Y | +34.3% | +14.0% | +20.3% | +18.8% |
| 3Y | +28.8% | +75.8% | -47.0% | -22.7% |
| 5Y | +9.6% | +57.8% | -48.2% | -27.8% |
| 10Y | +106.0% | +219.8% | -113.8% | -28.8% |
| All | +106.0% | +223.7% | -117.7% | -28.8% |
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