+38.7%
KNX vs VRSK
-11.8%
+50.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -5.2% | -0.4% | -4.5% |
| 30D | -4.4% | -2.3% | -2.1% | -4.1% |
| 3M | -17.3% | -2.9% | -14.4% | -17.2% |
| 6M | +22.6% | -12.8% | +35.4% | +26.2% |
| YTD | +31.1% | -20.8% | +52.0% | +38.8% |
| 1Y | +60.2% | -33.2% | +93.4% | +79.9% |
| 3Y | +35.8% | -26.6% | +62.3% | +41.8% |
| All | +38.7% | -11.8% | +50.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling