-0.2%
VRSK vs TKO
+2.8%
-3.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.2% | +9.1% | +7.0% |
| 7D | +10.9% | +5.8% | +5.1% | +10.3% |
| 30D | +28.0% | +7.2% | +20.8% | +27.2% |
| 3M | +12.3% | +3.7% | +8.6% | +12.1% |
| 6M | +17.8% | +2.0% | +15.8% | +18.3% |
| YTD | -4.7% | -8.4% | +3.7% | -3.8% |
| 1Y | -0.2% | +2.6% | -2.8% | -1.3% |
| All | -0.2% | +2.8% | -3.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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