-11.1%
VRSK vs TKO
+291.2%
-302.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -5.2% | +2.3% | -7.5% | -5.4% |
| 30D | -2.3% | -2.5% | +0.2% | -2.1% |
| 3M | -2.9% | -10.6% | +7.7% | -1.8% |
| 6M | -12.8% | -5.1% | -7.7% | -12.5% |
| YTD | -20.8% | -8.2% | -12.6% | -20.4% |
| 1Y | -33.2% | -4.4% | -28.8% | -33.3% |
| 3Y | -26.6% | +100.4% | -126.9% | -33.4% |
| All | -11.1% | +291.2% | -302.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling