+39.5%
KEY vs VRSK
-11.3%
+50.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.8% | -7.7% | +6.0% | -0.2% |
| 30D | -3.3% | -2.8% | -0.5% | -2.9% |
| 3M | -0.2% | -3.7% | +3.5% | -0.1% |
| 6M | +12.1% | -12.8% | +24.9% | +14.8% |
| YTD | +8.4% | -21.0% | +29.4% | +13.9% |
| 1Y | +17.6% | -32.5% | +50.1% | +30.1% |
| 3Y | +123.3% | -26.5% | +149.9% | +132.0% |
| 5Y | +39.5% | -11.5% | +51.0% | +27.1% |
| All | +39.5% | -11.3% | +50.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling