+162.1%
KNX vs VRSK
+140.4%
+21.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.5% | -1.4% |
| 7D | -4.9% | +0.7% | -5.6% | -5.3% |
| 30D | -5.2% | +3.0% | -8.2% | -6.5% |
| 3M | -15.8% | +2.0% | -17.9% | -17.2% |
| 6M | +32.5% | -6.8% | +39.3% | +33.9% |
| YTD | +32.0% | -15.9% | +48.0% | +38.3% |
| 1Y | +66.2% | -28.0% | +94.2% | +84.8% |
| 3Y | +32.8% | -23.3% | +56.1% | +39.8% |
| 5Y | +40.1% | -6.0% | +46.1% | +30.5% |
| 10Y | +162.1% | +142.4% | +19.6% | +42.7% |
| All | +162.1% | +140.4% | +21.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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