-0.2%
VRSK vs KRMN
-62.2%
+62.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -6.1% | +13.0% | +6.5% |
| 7D | +10.9% | -23.0% | +33.9% | +9.4% |
| 30D | +28.0% | -3.6% | +31.6% | +27.7% |
| 3M | +12.3% | -41.8% | +54.1% | +9.2% |
| 6M | +17.8% | -49.0% | +66.8% | +14.9% |
| YTD | -4.7% | -56.1% | +51.4% | -5.6% |
| 1Y | -0.2% | -59.8% | +59.5% | -1.7% |
| All | -0.2% | -62.2% | +62.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling