+1,018.0%
KEYS vs VRSK
+126.1%
+891.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -5.2% | +8.7% | +5.6% |
| 30D | -4.5% | -2.3% | -2.2% | -4.1% |
| 3M | -0.4% | -2.9% | +2.5% | -1.7% |
| 6M | +19.1% | -12.8% | +31.9% | +22.3% |
| YTD | +66.7% | -20.8% | +87.5% | +78.4% |
| 1Y | +96.5% | -33.2% | +129.7% | +128.8% |
| 3Y | +155.2% | -26.6% | +181.7% | +171.9% |
| 5Y | +88.0% | -11.3% | +99.3% | +74.8% |
| All | +1,018.0% | +126.1% | +891.9% | +497.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling