+402.7%
KNX vs VRSK
+586.4%
-183.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -5.2% | -0.4% | -3.7% |
| 30D | -4.4% | -2.3% | -2.1% | -3.9% |
| 3M | -17.3% | -2.9% | -14.4% | -17.2% |
| 6M | +22.6% | -12.8% | +35.4% | +27.2% |
| YTD | +31.1% | -20.8% | +52.0% | +40.6% |
| 1Y | +60.2% | -33.2% | +93.4% | +83.8% |
| 3Y | +35.8% | -26.6% | +62.3% | +45.6% |
| 5Y | +38.9% | -11.3% | +50.2% | +33.7% |
| 10Y | +166.5% | +126.1% | +40.3% | +57.0% |
| All | +402.7% | +586.4% | -183.7% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling