+649.4%
KR vs VRSK
+586.4%
+63.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -5.2% | +5.0% | +1.1% |
| 30D | +5.1% | -2.3% | +7.4% | +5.5% |
| 3M | -8.2% | -2.9% | -5.2% | -7.7% |
| 6M | -18.0% | -12.8% | -5.2% | -15.8% |
| YTD | -4.8% | -20.8% | +16.0% | -0.4% |
| 1Y | -11.0% | -33.2% | +22.2% | -3.3% |
| 3Y | +37.7% | -26.6% | +64.2% | +45.5% |
| 5Y | +52.8% | -11.3% | +64.1% | +52.6% |
| 10Y | +128.8% | +126.1% | +2.7% | +74.6% |
| All | +649.4% | +586.4% | +63.0% | +330.9% |
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