+96.0%
KEYS vs VRSK
-30.3%
+126.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +0.8% |
| 7D | +2.3% | -3.1% | +5.4% | +1.5% |
| 30D | -2.6% | -1.6% | -1.1% | -2.6% |
| 3M | -4.6% | +3.5% | -8.1% | -3.7% |
| 6M | +8.7% | -13.4% | +22.1% | +13.1% |
| YTD | +61.0% | -16.5% | +77.5% | +59.9% |
| 1Y | +96.0% | -30.6% | +126.6% | +93.0% |
| All | +96.0% | -30.3% | +126.2% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling