+155.2%
KEYS vs VRSK
-26.5%
+181.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -5.2% | +8.7% | +3.2% |
| 30D | -4.5% | -2.3% | -2.2% | -4.6% |
| 3M | -0.4% | -2.9% | +2.5% | -0.9% |
| 6M | +19.1% | -12.8% | +31.9% | +20.8% |
| YTD | +66.7% | -20.8% | +87.5% | +69.7% |
| 1Y | +96.5% | -33.2% | +129.7% | +107.0% |
| 3Y | +155.2% | -26.6% | +181.7% | +158.8% |
| All | +155.2% | -26.5% | +181.6% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling