+170.1%
KNX vs VT
+221.4%
-51.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +6.4% | +1.0% | +5.4% | +5.4% |
| 30D | +1.4% | -0.2% | +1.6% | +1.7% |
| 3M | -12.0% | +4.5% | -16.6% | -15.6% |
| 6M | +25.2% | +14.1% | +11.1% | +10.6% |
| YTD | +36.6% | +14.8% | +21.8% | +20.2% |
| 1Y | +67.6% | +21.2% | +46.4% | +40.2% |
| 3Y | +40.8% | +76.6% | -35.8% | -15.8% |
| 5Y | +43.3% | +66.6% | -23.2% | -10.0% |
| 10Y | +170.1% | +222.3% | -52.2% | -9.1% |
| All | +170.1% | +221.4% | -51.4% | -9.1% |
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