-39.7%
VRSK vs KRMN
+17.6%
-57.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.2% |
| 7D | -5.2% | -11.8% | +6.6% | -5.2% |
| 30D | -2.3% | -43.0% | +40.7% | -2.5% |
| 3M | -2.9% | -28.8% | +25.9% | -3.3% |
| 6M | -12.8% | -66.3% | +53.5% | -10.4% |
| YTD | -20.8% | -51.8% | +31.0% | -20.9% |
| 1Y | -33.2% | -44.7% | +11.5% | -34.4% |
| All | -39.7% | +17.6% | -57.3% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling