+35.8%
KNX vs VRSK
-26.5%
+62.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -5.2% | -0.4% | -5.4% |
| 30D | -4.4% | -2.3% | -2.1% | -4.4% |
| 3M | -17.3% | -2.9% | -14.4% | -17.2% |
| 6M | +22.6% | -12.8% | +35.4% | +24.3% |
| YTD | +31.1% | -20.8% | +52.0% | +34.4% |
| 1Y | +60.2% | -33.2% | +93.4% | +69.3% |
| 3Y | +35.8% | -26.6% | +62.3% | +36.2% |
| All | +35.8% | -26.5% | +62.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling